Collate Historical Twitter Feeds
I love the twitter feed of Carl Carrie and his feed has been very active in the last few years with some amazing links. Decided to write a simple code to parse all the historical tweets in a single html file for each reference.
Wrote a quick script to retrieve all the historical tweets and here is a massive set of link that can take more than a year to go through and understand!
| Date | Tweet |
|---|---|
| 2022-03-25 | Judgyprophet encodes the business estimate of how the event will affect the forecast as a Bayesian informative prior and incorporates that into a Prophet-based forecast.trend eventsdampinglevel eventschangesand seasonalityPython GitHub:https://t.co/WmJixQlsqX https://t.co/RP3CEnYYGk |
| 2022-03-25 | What if you could create machine learning models by simply talking to an AI?https://t.co/KMRg2YOKWm https://t.co/0eC8vc3XxS |
| 2022-03-25 | Not the first, not the last ML-based Crypto signal and direction classifier service:Python GitHub:https://t.co/NnIe2USF3cE.g.₿ 60,518 📉 Score: -0.26https://t.co/EXS8Xg7i7N https://t.co/TCoQcY9dXi |
| 2022-03-25 | Cryptocurrency Valuation: An Explainable AI ApproachPaper:https://t.co/Bqew7z9u6KPython Code:https://t.co/R6fqpUf83jPUR Colab Notebook:https://t.co/igXI7bscHfMA Crossover Colab Notebook:https://t.co/W9ash8eoHLBuy & Hold Colab Notebook:https://t.co/2zL2upvhrg |
| 2022-03-24 | Data50 - inaugural class of the Data50. These are the bellwether companies in a space with spend > $70B and accounts for over one-fifth of all enterprise infrastructure spend.Via @a16zhttps://t.co/tytjgEvfZX https://t.co/Q0VbBJuhA2 |
| 2022-03-24 | A SPAC ushers investable quantum techhttps://t.co/trOzIN0FCm |
| 2022-03-24 | FastTreeShap: designed to improve the computational efficiency of explainable machine learning SHAP / TreeSHAP for large datasets by using parallel computing.Blog:https://t.co/bSBn4IdNKPNeurIPS 2021 XAI4 Paper:https://t.co/xNMzfvwYWCPython GitHub:https://t.co/6bDhZEPUwM https://t.co/16YESk0EFB |
| 2022-03-22 | Economics and risk profile of making Liquidity in Cryptohttps://t.co/aNIbd03D0t https://t.co/ZB25ViWaBY |
| 2022-03-21 | Empirical intraday returns, volatility and information flows analysis of Bitcoin using a Mixture model - (2021) paper“Time-Varying Volatility in Bitcoin Market and Information Flow at Minute-Level Frequency”https://t.co/1lKCAdKS7F https://t.co/l7PRu83811 |
| 2022-03-20 | Data Structures and Algorithms #ebookhttps://t.co/E0185OKnbU https://t.co/o4KlRC7TkN |
| 2022-03-16 | Make research more usable and actionable by inserting it in a graph - ORKGOpen Research Knowledge Graph (https://t.co/eYnHrkBgrn) https://t.co/DH6B4D0Tqa |
| 2022-03-16 | Paper on market impact on small futures orders/trades#TCA #MI#imbalancehttps://t.co/wj9WnXeAwu https://t.co/LM69Edzsfi |
| 2022-03-16 | Convexity in stocks: concave vs convex stocks - paper#gamma #vix #xma factorhttps://t.co/3n2HiAHu7c https://t.co/GAdf6yW9cB |
| 2022-03-14 | Factor performance in Cold Warshttps://t.co/CcPtDeqEOm |
| 2022-03-13 | Correlated, spatial, or fuzzy patterns - PAMIPython GitHub:https://t.co/zHsdN0bein https://t.co/Sek1hcbW8c |
| 2022-03-13 | Mroib estimator - retail flow, internalization, unwinds and return predictabilityhttps://t.co/tqL3dSEnniUS stock market microstructure paper https://t.co/dnFu4PDmlo |
| 2022-03-13 | ACI Volatility Paper - a change-point intensity (CPI) model to describe the dynamics of price-change events for a given level of threshold as a proxy for quote volatility#volatility #lob #estimator https://t.co/B8XjUaWCZ4 |
| 2022-03-13 | Messari on Metaverse and Web3 intersection https://t.co/NjU6sd46GY(Paywall) https://t.co/14pRMbzhvU |
| 2022-03-12 | Another example Jupyter Kaggle Notebook, simple timeseries forecast of a stock illustrating Fedot AutoML library usehttps://t.co/AVdJCOL8RX |
| 2022-03-12 | AutoML for TimeSeries - FedotArticle / Code Example:https://t.co/3Os5Dz702HPaper:https://t.co/bpmYBfPcgbPython GitHub:https://t.co/LXe57DtjPJJupyter Notebook Examples:https://t.co/HIrUuaWLnd https://t.co/Rio6pQ1NC1 |
| 2022-03-12 | Decompose time-series signals into deterministic and stochastic components, improving their individual modeling and forecasting - paperEmpirical Mode Decomposition (EMD)Paper:https://t.co/PRH9XWWPpn |
| 2022-03-10 | A temporal mixture ensemble, capable of adaptively exploiting, for the forecasting, different sources of data and providing a volume point estimate for cryptocurrency volume - paperhttps://t.co/8uPNbzqDd4 https://t.co/5vZw4mKz0T |
| 2022-03-10 | Paper (2020) incorporates intraday information into a generalized autoregressive score (GAS) model: realized volatility at 5-min and 10-min sampling frequencies, and overnight returns for estimating risk of stock indiceshttps://t.co/dKxn3OUp7X |
| 2022-03-09 | Hyperactive - AutoML prototyping, feature exploration, data visualizing, optimizing…Python GitHub:https://t.co/f31xVKy2Qw https://t.co/gJBx5ylfVt |
| 2022-03-08 | Pingouin - a Pandas compatible statistical library Python GitHub:https://t.co/LaEaYcwm5jJupiter notebook example, robust correlations:https://t.co/ufWd8cMirh https://t.co/fGUjuf6Hb2 |
| 2022-03-08 | Deep dive on JPMorgan’s DeFi Playbookhttps://t.co/WJIuGTVAWi#crypto #fintech #web3 https://t.co/6kuQhDQmkO |
| 2022-03-08 | ‘Foundations of Data Science with Python’Interactive #ebook with JupyterCardshttps://t.co/cuUot4rzV6 https://t.co/9uafqxggma |
| 2022-03-08 | SLearn - Symbolic representation of time-series for motif discovery, clustering, classification, forecasting, and anomaly detection using Scikit Python API.Repo:https://t.co/YsZB7g9Ts8Related paper:https://t.co/pyCufU1hFq https://t.co/o1Hfq6MqIS |
| 2022-03-08 | Binance #lob visualizedJavascript GitHub:https://t.co/xAjb0P68YS https://t.co/47PTXxgNLq |
| 2022-03-08 | Limit Order Book Modeling across multiple horizons using TensorFlow and GPUs for accelerated modeling#lob Paper:https://t.co/EEEIc5ThrvJupyter Notebook / Python:https://t.co/CLN7SmIaj2GitHub Repo:https://t.co/m4iyj3maOX https://t.co/Wl2i7IHl7Z |
| 2022-03-08 | Paper - limit order book trading as a sequential Markovian decision process within a reinforcement learning (RL) framework. Cancels are a free optionQ-Learning#lob https://t.co/vp0XV2WgAW https://t.co/CDilD11u6b |
| 2022-03-08 | Deck on Deep Learning applied to Limit Order Book dynamics https://t.co/IuOs9VwZuA#lob https://t.co/pP5OGoO1j0 |
| 2022-03-08 | Deep limit order book modeling of Bitcoin on Coinbase#lob #cryptohttps://t.co/viLmRY6SPA https://t.co/Q1eip0Fzqi |
| 2022-03-05 | Pathos - consistent high-level interface for configuring and launching parallel computations across heterogeneous resources - in parallel with graph support, pipes, pools, …Paper:https://t.co/aUXveEF7VHPython GitHub:https://t.co/V4zuagVqoAManual:https://t.co/fgETWse4K2 https://t.co/ScmsUSqayV |
| 2022-03-05 | Mystic is a low-level Python Optimization library to perform programmatic and highly-constrained non-convex optimization and uncertainty quantification with monitor and steer control.Python Source:https://t.co/gE9CvrUlXvManual:https://t.co/1qhGGwVoNa https://t.co/sUR8x7AK7W |
| 2022-03-03 | Nowcast growth rates of economic indicators(Background) Paper:https://t.co/v9BTsNCQC1#rstats GitHub:https://t.co/WIxYauwp8y https://t.co/1aW1KHXj3E |
| 2022-03-03 | DeepXF - Deep learning-based Explainable Forecasting, Nowcasting and Similarity Matching + low-code Article:https://t.co/i4uXHCmk0HPython GitHub:https://t.co/2P47asjeNe#timeseries https://t.co/Ffmk6eoV1s |
| 2022-03-02 | Meta’s reasoning AI agents https://t.co/CINrUoy26Y |
| 2022-03-02 | Co-movement in stockshttps://t.co/rO1XUPqVdv AND https://t.co/kTiQ6ddUJg#tslearn #fbprophet #smoothing in Python https://t.co/cNNafvA47c |
| 2022-03-02 | Paper and code for training a neural-net for prediction using stock embeddingsPaper:https://t.co/RlR7iXEKb8Python GitHub:https://t.co/rAhVP17HCBJupyter Notebook:https://t.co/F76vTFz7Rw https://t.co/i2lDFu5luL |
| 2022-02-27 | PySyft - Python PyTorch library extension to compute insights using data that remains federated / local:#dataprivacy #federatedlearningPython GitHub:https://t.co/yPH9OdhvtZFederated Learning:https://t.co/hPug9Bnwb3Split Neural Nets:https://t.co/uxX1c7BoKg |
| 2022-02-27 | DAO’s provide aligned incentives and decentralized human capital with operational efficiencies - short article provides perspective on why DAOs could be even more relevant in Web3 enterprises in 2022.https://t.co/8i1rbHhRMX https://t.co/jSQRLxf4GN |
| 2022-02-27 | Journal of Financial Data Science - Volume 3 | Number 4 | Fall 2021https://t.co/q3sAVEMOiM https://t.co/3GC2r7tPNc |
| 2022-02-27 | Limit order book event price impact paper #TCA (2021)https://t.co/uaDJ0zzFzC https://t.co/jDonUua823 |
| 2022-02-26 | joint estimation and forecasting of dynamic value at risk (VaR) and expected shortfall (ES) in an intraday into a generalized autoregressive score (GAS)Paper:https://t.co/h9dqqIQa3oRealized Risk Measures - Libraryhttps://t.co/gYElHukNQrOnline EDA:https://t.co/jWBJ7irc5U https://t.co/aEYDPWjEFz |
| 2022-02-26 | Cryptocurrency Valuation - with Explainable AI on a decision-tree #ml model with macro and monetary theory features // #Colab NotebooksPaper:https://t.co/FzKZavpaewPython GitHub:https://t.co/mJ1h6Nq7BZ https://t.co/S5KZutoF07 |
| 2022-02-26 | A minute-by-minute rolling window intraday estimation method using two nonlinear models: Long-Short-Term Memory (LSTM) neural networks and Random Forests (RF) applied to CBOE Volatility Index (VIX). Alas, new paper but older dataset w/o code.Paper:https://t.co/pxyUqDOvlI https://t.co/z680BhzKsp |
| 2022-02-26 | Analysis of #HFT on market liquidity, trading costs and competitive dynamics for NASDAQ OMX - market microstructure paper:https://t.co/GavYOr2LTm https://t.co/0Yqp3cVg78 |
| 2022-02-25 | Paper on RL-based market-making agent and a deep neural network (DNN)-based price predictor for automated market making // CBOE Paper:https://t.co/P9gxp1Inve#AMM https://t.co/5fpdzw9MU1 |
| 2022-02-24 | Deriving private information from trade-flows: The model yields a simple private information measure: λ×OIB (order imbalance) that helps explain return reversals, predicts return volatility, & increases before M&A announcements.Paper: https://t.co/3zJwV0OZgB#events #insight https://t.co/r6AlaULZyp |
| 2022-02-24 | Paper: ‘Benchmark Dataset of Limit Order Book in China Markets’Deep Learning forecast of upcoming VWAP change and volume over 12 horizons ranging from 1 second to 300 seconds#Lob #HFT Paper Pdf:https://t.co/A1tbYE4mvePython / PyTorch GitHub:https://t.co/17IKWmllpm https://t.co/pSl7ipBkKx |
| 2022-02-22 | @phil_mackintosh opines on US Equity Trading costs - implicit vs explicit, spread cost vs liquidity capture and other aggregate #TCA dynamicshttps://t.co/gm7KAkAi2u https://t.co/PaP7N84LvS |
| 2022-02-21 | Paper on sectoral centralityhttps://t.co/NP7t5qyt9b https://t.co/FNLrpKh9Mh |
| 2022-02-21 | Good read on Crypto Protocols as Hyper-structures: Multi-person Non-zero sum, network-effect games…https://t.co/sxZNYwm78Q https://t.co/LnSdGqxyrm |
| 2022-02-21 | BTCUSD square-root market impact calculation in high frequency using CoinbasePro data, Julia and QuestDBAnd compare to CryptoLiquidtyMetrics costs, say for sweeping the book on moderate sized trade:https://t.co/vc5fCtOQZthttps://t.co/YkT1uMtld4 https://t.co/tdRsFYoUlB |
| 2022-02-21 | Order Flow Imbalance #OFI Flow Trading Signal GenerationJulia, QuestDBhttps://t.co/0Yd2slTpnr https://t.co/6HjWBva9OK |
| 2022-02-20 | JupyT5 a sequence transformer natural language generation model is trained on all publicly available Jupyter Notebooks & solves 77% of benchmark science problems (DSPs)Microsoft Research Paper:https://t.co/YbyfjysxBZRelated Python GitHub:https://t.co/bxQFCR7AAH#Bert #NLG https://t.co/UXYkuK9OgI |
| 2022-02-20 | NFT Volatility MultiFractal Analysis in this blog post… https://t.co/6iSfgg9yVb |
| 2022-02-20 | #AMM on #DEX - Paperhttps://t.co/L0A94EWa4A https://t.co/1UzRCMH0YL |
| 2022-02-20 | Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency trading volume - #LoB paper uses imbalance, slope and spread featureshttps://t.co/8uPNbzqDd4#AVAT https://t.co/AoL9YRvc4l |
| 2022-02-19 | Photophoretic flightWIRED article:https://t.co/9n7aAMDKLUPaper:https://t.co/TAPnMYhN7E |
| 2022-02-19 | Advanced Course in Asset Management by Amundi’s über quant, Thierry Roncalli over 1,520 Slideshttps://t.co/9YPYgTWIaI Orhttps://t.co/IJfNiNTg1S https://t.co/SS2ZyndObI |
| 2022-02-19 | Good #Dataviz of Global GDP Breakdowns by @VisualCap https://t.co/KXAVbhHdHB https://t.co/mZTuBa1oPJ |
| 2022-02-19 | Quantile Financial Time Series Forecasting using Temporal Transformers, attention, knowledge transfer and multi-objective optimization - S&P Futures examplePython GitHub:https://t.co/6RHeezTn0KRelated Paper:https://t.co/QAFYhqUmjH https://t.co/05qjJCtied |
| 2022-02-19 | FinTS - Microsoft’s Azure cloud based time-series forecasting package coded in R#Rstats GitHub:https://t.co/jJQS0OpWSX https://t.co/WdJ4XZ6nyk |
| 2022-02-19 | From Slang to a new Scala-like financial primitive-loaded computer language at Bridgewater https://t.co/QYnQrsMzDA |
| 2022-02-19 | Collection of Python Jupyter notebooks and blog links for quantitative investment researchhttps://t.co/VeXhlBkPVjBlog:https://t.co/yrLaUyzPRV |
| 2022-02-19 | ETNA Is a Python based time, -series forecasting library featuring SOTA methods and optimized for ease-of-usehttps://t.co/wm4qZGFo50 https://t.co/cto1f1AEyQ |
| 2022-02-19 | QF-lib (QuarkFin) is a financial Python library built at CERN by their Pension team and has features for back testing, portfolio construction, time series analysis, risk monitoring and financial chartingAbout: https://t.co/dwBATVM8bYPython GitHub:https://t.co/lCX4dyzM5S https://t.co/HSQzyiu6Yn |
| 2022-02-19 | Comprehensive Guide to Machine Learning (2019)In particular, this #ebook features extensive coverage of advanced regression techniques - lasso, total least squares…https://t.co/t8VT6Zuic2 https://t.co/BP0nn8ESd7 |
| 2022-02-19 | Grist, an open source relational spreadsheetVs AirTablehttps://t.co/FS4jD3zWEDTypescript GitHub:https://t.co/RYgdu1Dw2I |
| 2022-02-19 | Optimal execution of multi-asset portfolios in a Bayesian framework - #TCA paperhttps://t.co/iNB25OgEM0 https://t.co/XuqPG8MUjt |
| 2022-02-17 | Stock2Vec - a deep learning framework that leverages both the underlying Alphas and (nonlinear) Betas with a hybrid model that combines the advantages of both representation learning and deep networksPaper:https://t.co/9S1p7YiAaIAlternative Stock2Vec: https://t.co/AoVwp68ZSO https://t.co/FMKdNdYZAS |
| 2022-02-17 | Meta has open-sourced Ax - an accessible, general-purpose platform for managing, deploying, and automating adaptive experiments using Meta’s Bayesian Optimization Library - BoTorch (https://t.co/RZPcCeX4d8). Both are open-sourcePython GitHub:https://t.co/ejvpa2CGEt https://t.co/55wN6y9mAt |
| 2022-02-16 | JPMorgan’s global head of the Metaverse explains real-world Trillion dollar opportunities in their reporthttps://t.co/ao5rG1IWJYJPM’d Decentraland Onyx Lounge virtual location features an image of bank CEO Jamie Dimon, which transforms into an image of Onyx’s Christine Moy. |
| 2022-02-15 | NLP NER Named Entity RecognitionFew-NERD is a large-scale, fine-grained manually annotated named entity recognition dataset, which contains 8 coarse-grained types, 66 fine-grained types, 188K sentences, 491K entities and 4.6M tokens.Python GitHub:https://t.co/YTRFj12lOz https://t.co/tDjj8CIsLM |
| 2022-02-15 | Paper on the Convexity of Stocks and relationships to macro, sector and fundamentalshttps://t.co/QjFSDE03du https://t.co/GJIBW4jNyH |
| 2022-02-13 | Applied MacroEconomicsGitHub:https://t.co/dBF9ZGGhOLJupyter Python Binder:https://t.co/QBqznAEoaR |
| 2022-02-13 | Principles and Techniques of Data Science Python / Jupyter Intro Data Science #ebookhttps://t.co/IR8Vo9c5bVand https://t.co/feE4g7sHMr https://t.co/R1DcYBA1Km |
| 2022-02-11 | @Mikey0x_ Good thread on the diversity of #DeFi lending mechanisms |
| 2022-02-10 | Matrix profiles, Motifs, Shapelets and Microsoft Stock analysisPaper:https://t.co/qGrzz5evAbGitHub:https://t.co/bahfRt04OS |
| 2022-02-10 | A take on why Product Managers should code… At last a little… https://t.co/KRauPycFY0 |
| 2022-02-10 | “TikTok, which is owned by Chinese tech giant ByteDance, mostly allows third-party trackers to collect your data — and from there, it’s hard to say what happens with it.â€#DataPrivacy https://t.co/3DfsAZCSff |
| 2022-02-10 | Neural 🧠ForecastNeuralForecast is a Python library for time series forecasting with deep learning models. It includes benchmark datasets, data-loading utilities, evaluation functions, statistical tests, univariate model benchmarks models in PyTorch.https://t.co/ndeytysUy7 https://t.co/gQmYXngaBz |
| 2022-02-10 | @irenealdridge paper on machine learning expandability focus on building trading strategies by constructingmulti-factor regressions of target returns on lagged dominant features onlyinstead of all factors. Applied to E-mini crude oil futures…https://t.co/tBR0dNf9mS |
| 2022-02-09 | MIT Tech Review on Meta’s multi-modal, multi-tasking AI: https://t.co/pRf3cbzDgR#Data2Vec - Ai Meta Article:https://t.co/i40cpZUzsvPaper:https://t.co/xaIq8TkYWt |
| 2022-02-09 | Collection of open math textbooks #ebookshttps://t.co/Mjd0oIPuFN https://t.co/rd4IuKhWzi |
| 2022-02-07 | Talos - fully automating hyperparameter tuning and model evaluation with Keras for TensorFlow and PyTorch models without invasive syntax changeshttps://t.co/CqpS7SGSAd#ml https://t.co/rReVBFMkN5 |
| 2022-02-07 | Cryptocurrency trading: a comprehensive survey - paperhttps://t.co/hgh7byTmLS https://t.co/rZYaVqLAiU |
| 2022-02-07 | OpenCBDC - Project to explore creation of central bank digital currency (CBDC), a new form of money which supplements existing central bank reserve account balances and physical currency https://t.co/IJXLRFEtzehttps://t.co/vSBjsSNtsJPaper:https://t.co/JPoVr5xckQ https://t.co/kJ4OQbWFYu |
| 2022-02-07 | This systematic mapping study on the structuring of research into cryptocurrency regulation: summarizes the research approaches, topics, contributions and challenges.https://t.co/D1dU3S6IjJ https://t.co/2sdOadvm4T |
| 2022-02-07 | Messari report on 2022 Crypto Outlookhttps://t.co/5x3QBx1Pd4 https://t.co/pBu5UrVGul |
| 2022-02-06 | @jonathanrlarkin Older style market desktops are powerful but not open to be part of modern cross-platform, cross-cloud workflows and that is a new benchmark to cross with lower code apps |
| 2022-02-06 | @jonathanrlarkin At Refinitiv we are building institutional financial Apps using Jupyter & Voila as a base along with a API rich backend (RDP) to power apps with content and analytics as a new powerful way to deliver streaming ML analytics with unusual transparency & extensibility to desktops. |
| 2022-02-06 | @jonathanrlarkin What Netflix has done with Papermill and Genie to schedule 150k Notebooks is eye-opening.1/2 |
| 2022-02-06 | Tail risk measure estimator culled from intraday short-dated deep out of the money options data and closing prices https://t.co/tRd49AR3yi https://t.co/UKEuMOoOHK |
| 2022-02-06 | Crypto Liquidity Connectedness Paper:Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), Ripple (XRP), Monero (XMR), and Dashhttps://t.co/inW7VQ9vIN https://t.co/xeGp7wbZUg |
| 2022-02-06 | Stock liquidity in turbulent times | in FThttps://t.co/I15fvb6Qmr https://t.co/aYB6QmyI9L |
| 2022-02-03 | Patterns in Python Programming: https://t.co/61Qyxp7uwmAndhttps://t.co/iE34wShpEz |
| 2022-02-03 | @nan_type The ease to apply TPUs, GPU’s and FPGA is exciting…https://t.co/AxMjxINpcaBut we need the cloud optimization to evolve to better economics and performance for standard portfolio optimization |
| 2022-02-03 | @nan_type Good point - Guobi is faster than Mosek and this implementationhttps://t.co/tpDl1jZu25However this model is open source under MIT license with pure Python code (no C/C++ optimizations) but a good fit for cloud and parallelization advancements includinghttps://t.co/qyrCkFpC1x |
| 2022-02-03 | Economics of DaaS - Data as a Servicehttps://t.co/H4qLAap8E2 https://t.co/Sgpl6XoUw8 |
| 2022-02-03 | Portfolio Optimization of large portfolios (an NP-Hard problem) using the simulated bifurcation algorithm (the application of quantum theory and stochastic calculus)Python GitHub:https://t.co/qXyRMnRF3JPaper:https://t.co/N7CJPQG4VF |
| 2022-02-03 | X as a Service growth report https://t.co/uNCJIVjCAD https://t.co/SK2y94o5xQ |
| 2022-02-02 | A short list of open problems in DeFi https://t.co/DdbeuWvtKl |
| 2022-02-02 | AlphaCode enters realm of automated competitive programming https://t.co/Pmc5t3oXXN |
| 2022-02-02 | Amazon retrospective and anatomy of their 6-page narrative and the impact on their business outcomes#biz https://t.co/AXgpQNGcYg |
| 2022-02-02 | Metaverse real estate dynamicsLocation, location, location: Sandbox, Decentraland, and Cryptovoxelshttps://t.co/cBejGlGE2v |
| 2022-02-02 | Model-centric startups profiled herehttps://t.co/ERbYeQBtpb https://t.co/imgj4YHbzM |
| 2022-02-01 | Modeling price impact without averaging using a Hawkes state model of current limit offer book yields a coherent #TCA estimator - paperhttps://t.co/lZIGgzI7Hk https://t.co/pWBSUqmmkQ |
| 2022-02-01 | Subreddit Wall Street Bets classifier in Python - noise vs worth a read - possible signalPython GitHub:https://t.co/AWfQeCiJh0 |
| 2022-02-01 | Retail stock and crypto trading data and data visualization of Reddit/WSB, short volume, options, insider trading, prices, and technicals App:https://t.co/wvTZdnccoaPython GitHub:https://t.co/k5htFPzdWn https://t.co/NkE1O6vF2S |
| 2022-02-01 | Network Effects deconstructed and explained https://t.co/YQeLFxeqnO https://t.co/6I6UsfRy7V |
| 2022-01-31 | TheEconomist interactive #dataviz on Spotify content: language, crossovers, …https://t.co/RxhTk2pXkY https://t.co/Kejyn7guAZ |
| 2022-01-31 | Facial recognition from DNA? Controversial on many levels. https://t.co/zojPWM5gmy https://t.co/f5nqF80aYf |
| 2022-01-31 | Liquidity commonality using ADV and Close prices and market invariant price impact formulas, liquidity estimator comparisons and code implementation Python GitHub:https://t.co/BwlBQGnewt2016 Paper:https://t.co/2BRJpLGLdP#TCA #MI #Stocks #Liquidity Estimator https://t.co/eFENgegQsw |
| 2022-01-30 | Mpservice is a multiprocessing HTTP based service for streaming and async machine learning applicationshttps://t.co/qzaQVkeElq |
| 2022-01-30 | NLP Profiling of Pandas data frames - sentiment, grammar, text complexity…Jupyter Notebook example:https://t.co/qsnhf3kThuPython GitHub:https://t.co/Hdwv9vFpbHSlides (PDF)https://t.co/ZSLrgiJ2xF https://t.co/wYpOx436Y3 |
| 2022-01-30 | Enombic is a (currently free) service that ranks 75 model based inevitable stock indexes https://t.co/gYcPSFJqGH https://t.co/t5srNuOX8B |
| 2022-01-30 | NewYorker on DAOs: history, governance and utilityhttps://t.co/ZAjTl2p8ih#crypto #dao https://t.co/xaOEc5qUXp |
| 2022-01-30 | Legal threads on Tokenizationhttps://t.co/5sbUVPoLi9 |
| 2022-01-29 | Genesis takes NFT as collateral for Crypto trading | FT https://t.co/5GjazDfk2C |
| 2022-01-29 | @profgalloway on Web3https://t.co/TdHhRo9G7n |
| 2022-01-29 | Knowledge Graphs using AWS Neptune Into article:https://t.co/yUPIRFqzPBSemi-related code:https://t.co/NULVvv2VbIhttps://t.co/O4fUURCyac https://t.co/yJ5kpYMkPP |
| 2022-01-29 | Kglab - build knowledge graphs in Pythonhttps://t.co/2zlK2Y01HHDocumentation:https://t.co/Jwwg3CttaRRelated paper / kglab use case:https://t.co/74ZZVBf9OH https://t.co/JCqwAMTRA4 |
| 2022-01-29 | Crypto Pump and Dumps on TelegramDataset, Python Codehttps://t.co/d63vscB84OFeature generation:https://t.co/k6uBBzCpiC2020 Paper:https://t.co/mcsrKRL4vr |
| 2022-01-29 | Another good article on Product Management by the same authorhttps://t.co/Afd8KtyajB |
| 2022-01-29 | Neuspo - Semantic search aggregation with NLP for Sports orchestration of stories and tweets in real-timeSite:https://t.co/CGNATsKH9TBuilt byhttps://t.co/xo0nsZ3Mwe https://t.co/M7nOEdOSHo |
| 2022-01-29 | Product Management Anti-Pattern: Feature Factorieshttps://t.co/KR2P5nNxDX https://t.co/FloFMpX3mb |
| 2022-01-29 | Realized volatility prediction - paperhttps://t.co/nrBttnk1zN https://t.co/4UuDWTk08D |
| 2022-01-29 | DeepTime - Deeptime is a general purpose scikit compatible Python library offering various tools to estimate linear & deep-learning models for time-seriesPaper:https://t.co/Uh6EcpivVbPython GitHub:https://t.co/1eC6UwrdkL https://t.co/XItbNhsgcM |
| 2022-01-29 | https://t.co/GU0zaJSBic - visual #ml pipelines and notebook / script orchestrationhttps://t.co/rY7MycAyGa https://t.co/TuyQ4XspPc |
| 2022-01-29 | Continual Real-Time Streaming Learning - articlehttps://t.co/nuwioM1uLB |
| 2022-01-29 | PyDP - Google collaboration with Open Mined: differential privacy using PythonJupyter Notebook Differential Privacy Demohttps://t.co/Pqygwk1958Python GitHub:https://t.co/lRM50CuHGs |
| 2022-01-28 | Google enters the Blockchajn / Digital Asset Services fray with Cloud based consensus/validator capabilitieshttps://t.co/NDdo8D0eni |
| 2022-01-28 | Project L3 AtomFull Crypto limit order books reconstructed at scale using HPC + Cloud tech (along with indicators and backtesting)Article: https://t.co/M5Cqtna7OAGitHub:https://t.co/PKHD9jascl https://t.co/4IDlHb1hrg |
| 2022-01-27 | A new forecasting framework using Graphs called HIST that can adequately mine the concept-oriented shared information from both predefined and hidden concepts. #ml Paper:https://t.co/eNKiWoynGXPython GitHub:https://t.co/DBS5YiXBoo https://t.co/FWTkI6rmYh |
| 2022-01-27 | Credit Curves from the lens of parameterized survivalhttps://t.co/g2LUIcfL9u https://t.co/qtNQDprytV |
| 2022-01-27 | Bond spread estimators - #liquidity paperhttps://t.co/NLvcMC0782 https://t.co/2APAL8i1E6 |
| 2022-01-26 | AI that builds AIHypernetworkshttps://t.co/tXJbCPoPgf |
| 2022-01-25 | SSGA Quant research on model explainability in #ML investment modelshttps://t.co/9CQgyC1wWr https://t.co/1zRHso1Apu |
| 2022-01-25 | Crypto Factor Structure paper: basis, momentum, combinedhttps://t.co/CFrkUO2huY https://t.co/y5z1FGWycj |
| 2022-01-25 | “marketable |
| retail order flow imbalance†measure denoted Mroib from publicly-available data sources - paperWholesaler incentives, institutional vs retail liquidityhttps://t.co/wvmzU9oFAq https://t.co/ZaDvGrErcR | |
| 2022-01-25 | Latent Dirichlet Allocation (LDA) Mallet Model for analyzing topics in Twitter chats (NOT sentiment) and using topics to develop actionable conversation maps [ article with embedded Python code snippets ] https://t.co/cW21PQayxD https://t.co/zoGUmxt10j |
| 2022-01-24 | Antropy - several time-efficient algorithms for computing the complexity and entropy of time-seriesPython GitHub:https://t.co/svuhAx6IRTDocumentation:https://t.co/8grzXAsG8AJupyter Notebook example:https://t.co/bbQkeqQtBf https://t.co/buqJx4DOWe |
| 2022-01-24 | When TCA is transparent, dynamic and interactive and infused with alternative data, it elevates the execution function…https://t.co/seQMT7VUm5 |
| 2022-01-24 | Multivariate Deep Lift based Stock PredictionMedium article:https://t.co/VKnQyaVtu6Python GitHub:https://t.co/p8Yt0SNQJVJupiter Notebook:https://t.co/aueu4FUo8L#LSTM #SHAP illustrates #dl methodology better than feature engineering https://t.co/LbQVSGOlzp |
| 2022-01-24 | Hmmm https://t.co/4DQhq6xOYM https://t.co/UbBmeOxiX3 |
| 2022-01-24 | PyTorch Tabular aims to make Deep Learning with Tabular data easy and accessible.Python PyTorch GitHub:https://t.co/CpPbMNIgvqBlog:https://t.co/lgM7jmRcwEPaper:https://t.co/vokdo5AoAe https://t.co/hlDtjCgv1O |
| 2022-01-24 | Neural Networks for Delta-Hedging (simple examples/code)Paper:https://t.co/pQqt8OnrVOPython & PyTorch GitHub:https://t.co/iwiSVzkaUL |
| 2022-01-24 | Deep-Hedgers: PFHedge is an open-source toolkit to apply deep hedging to financial derivatives: e.g. binary options and variance swaps Uses automatic differentiation and CUDAPython GitHub:https://t.co/kUOUg365gfExample Jupyter notebook:https://t.co/QVmQ1j9jwx https://t.co/74s6nUf0Eg |
| 2022-01-24 | A simple model to illustrate hedging using deep learningGoogle Colab: https://t.co/uiHs1w1szXPython GitHub:https://t.co/Ws0iOiuA2w2019 article that highlights benefits of deep -hedginghttps://t.co/JJyGh7fByUAnd a more recent paper:https://t.co/Hv4HHBKAVd https://t.co/zeNbF9M23g |
| 2022-01-24 | The rise of open-source challengershttps://t.co/As4AGsJB0K |
| 2022-01-23 | PyAnomaly - a Python library for asset pricing research including statistical time-series tools with a focus on firm characteristics and factor generation.https://t.co/9vcZZRnaVd https://t.co/1Z3ZGhGhut |
| 2022-01-23 | Openseries for financial time series calculations at basket levelhttps://t.co/wFiOm4QAMb |
| 2022-01-23 | Mockseries - mock time-series with structural synthetic data generationeg [trend +seasonal +noise]Python GitHub:https://t.co/GrRe1krCRA https://t.co/hqFKEg4tcN |
| 2022-01-23 | Valuing ESOs (Employee Stock Options) Python GitHub:https://t.co/d49gv5rXtVOriginal 2002 Paper by Hull & Whitehttps://t.co/2rcAmkIXWo https://t.co/sUBoe7mOcJ |
| 2022-01-23 | FAMA factorizationWeb App:https://t.co/hSfPMgiTh0Python Code:https://t.co/bHqiWKY8QV https://t.co/PXR9l7kJEF |
| 2022-01-23 | DistFit - FIt probability distributionsPython GitHub:https://t.co/3YUTLjD615 https://t.co/qY1dgMFGfG |
| 2022-01-23 | Quixotic escapades in extracting knowledge using NLP (mostly biology related but insights are multi-discipline) Article:https://t.co/F1DCDWATAnTable:https://t.co/etWIGHpsKw |
| 2022-01-23 | FinGAT - a fully connected graph between stocks and inter-sector relationships formed with attention to predict stocks that will have highest return ratiosPaper:https://t.co/mIo75oRnITPython GitHub:https://t.co/89TGjbrLJg https://t.co/3VqO6ZDjxK |
| 2022-01-23 | DeepKE: A Deep Learning Based Knowledge Extraction Toolkit for Knowledge BasesPaper:https://t.co/K7cY7wMMW6Python GitHub:https://t.co/DuJjrxhzZT#NER Tutorialhttps://t.co/RYmEDpJRk8 https://t.co/NPIo4Zndag |
| 2022-01-23 | Stock ranking infuses sector/industry, supply-chain and wiki relationships in a graph (eg same co-founders) for relative return prediction (alas, old data set)Paper:https://t.co/E3PMOPtb8oPython GitHub:https://t.co/xry0eA32Ry |
| 2022-01-23 | Google Trends Peak AI was January 2019?https://t.co/RFwGBdyxYu https://t.co/lag2qSkHeR |
| 2022-01-20 | Creating, selling NFTs on Facebook, Instagram should be expected proud outcomes in the $Meta versehttps://t.co/16VxMAiB3K https://t.co/UXCMjGJGd9 |
| 2022-01-20 | Code diagrams vs draw them manually…Article: https://t.co/tVSfVLWNGg https://t.co/iIhElxmkh6 |
| 2022-01-20 | Event-driven backtestersVectorBT (supports event and vector bt):https://t.co/P8v84yKLitQFhttps://t.co/lCX4dyzM5SQShttps://t.co/utFvixQwl7AAThttps://t.co/iXdtNxqYeQPressohttps://t.co/MjPHy6MHITOr roll your own using this template:https://t.co/vMtNXO5oyD |
| 2022-01-20 | Structured Knowledge Grounding (SKG)leverages structured knowledge to complete requests, such as semantic parsing or Q&A over databases.Paper:https://t.co/lcmAalQVlmPython GitHub:https://t.co/WSDLlY4siXProject Page:https://t.co/LpeVQhm6kK#NLP #SKG https://t.co/UJNtx2kvmi |
| 2022-01-19 | Deep Forests - an effective & powerful option to the tree-based machine learning algorithms such as Random Forest or Boosted Trees.Python GitHub:https://t.co/UogW00Ha2C Get Started:https://t.co/NZMvqkF9IoPaper:https://t.co/QRcQ0dDbz3Slides:https://t.co/2BeaMzU1vd https://t.co/jmhPpxapdn |
| 2022-01-18 | TuneTA - using OHLC prices and volume and a target feature such as return, TuneTA optimizes the parameters of technical indicators using distance correlation to the target feature.TunaTA supports - Pandas TA- TA-Lib- FinTAPython GirHub:https://t.co/pY3cmMfA8r https://t.co/HkXK6PIl2t |
| 2022-01-16 | Simple colab notebook to display intraday (1 minute bar-based) stock volume profiles and TPO chartshttps://t.co/R2k1qZRrVD https://t.co/NNUyAtoMKr |
| 2022-01-16 | Simple way to fit Gaussian probability density function to trading volume profiles #kde https://t.co/WLDhDlkNTQ https://t.co/HG420bRufc |
| 2022-01-16 | Paper: ‘Simulating Multi-Asset Classes Prices Using Wasserstein Generative Adversarial Network: A Study of Stocks, Futures and Cryptocurrency’https://t.co/d9CORkURhL#syntheticdata https://t.co/8kTKfZLb8w |
| 2022-01-16 | Hmmmhttps://t.co/N2EEoaTFvR |
| 2022-01-16 | Uber’s Bayesian time-series forecasting Python library Orbit has been improved with kernel time varying regression capabilitieshttps://t.co/EAbOkwFoKt https://t.co/7IqnPcxCcM |
| 2022-01-16 | Predicting trading volume is hard but is necessary in optimizing trading execution outcomes.This paper researches integrating short and long term fluctuations and news events jointly into a temporal graph model:https://t.co/zxG4OEwaM7Python GitHub:https://t.co/TWxbpWHo9R https://t.co/nuDFOi4xCC |
| 2022-01-16 | ML & DL with Python, PyTorch and SciKit #ebookhttps://t.co/ixU3pkEcXm https://t.co/GHRix9nWcr |
| 2022-01-16 | Passive index investment using genetic algorithms to optimize with integer weights for bond portfolios - Amundi quant paperhttps://t.co/CaSKywfwJM https://t.co/dbXWOHRmWU |
| 2022-01-16 | Math behind Uniswap liquidity - paperhttps://t.co/kBCm9kH9PA#crypto |
| 2022-01-16 | Crypto - Intraday price clustering - paperhttps://t.co/Z5q6PGxrTr https://t.co/1qGHiSTt4s |
| 2022-01-16 | Prototype-based Crypto Clustering - Paperhttps://t.co/VRPXmwvVh8 https://t.co/roxNqjF7nS |
| 2022-01-16 | Crypto Liquidity Connectedness - paperhttps://t.co/IB1Stsmp7q https://t.co/clpJHBde6T |
| 2022-01-15 | Crypto, DeFi and DAO 2022 predictions | Forbeshttps://t.co/v8lJMtjy9L |
| 2022-01-15 | Nonlinearity of equity and corporate bond payoffs / probability of default have profound implications on modeling trading dynamics and their frictions#TCA paperhttps://t.co/sRapGIO4a6 https://t.co/F2BIhhpeoL |
| 2022-01-15 | This paper explores the nexus between corporate social responsibility (CSR) and firms' stock market liquidity in India.https://t.co/SDWKQlWySSDiscussion of research in liquidity estimators is also broadly useful.#ESG paper |
| 2022-01-15 | Market impact estimation of cross-asset futures using Refinitiv Level 1 data, that builds on Almgren’s original TCA work in Equities - paperhttps://t.co/ERqapFIWnI https://t.co/slEzA4h2pV |
| 2022-01-14 | TCA is becoming less about trading costs and more about engineering improved trade and investment performance in a world of news-fueled-shocks, meme-stocks and information spillovers from adjacent markets. Short video:https://t.co/Sg17nfXtc0 |
| 2022-01-13 | Forecasting intraday market returns using VIX as a feature in LSTM time-series and Random Forest models - paperhttps://t.co/5LVHTz114R https://t.co/FZczZJpka3 |
| 2022-01-13 | TIMECOP - micro-service for time-series using Gluon, Sklearn, Prophet and other libraries as the basis for prediction ‘engines’Python GitHub:https://t.co/QRDp2P6142 https://t.co/91fDE1dQr1 |
| 2022-01-11 | Paper on empirical characteristics of Bitcoin volatility and entropy (as a Digital Commodity) vs S&P500 & Gold - paper.https://t.co/30hzGiGvFY |
| 2022-01-11 | NFT Markets Microstructures / Cointegration perspectives- paper https://t.co/2NWyPge222 https://t.co/ONSsl6KB0Y |
| 2022-01-10 | Random Matrix Theory, PCA and Spectral comparisons between crypto and equity markets - paperhttps://t.co/luxGRb5PdD https://t.co/Po3j9p1p2X |
| 2022-01-09 | Linear market impact models analyzed - #TCA Paper https://t.co/T88vJgEInq |
| 2022-01-09 | SigPro is an end-to-end Python stack to efficiently apply multiple signal processing techniques to convert raw time series into feature time series for #ml predictionhttps://t.co/fMmxwxrKNH |
| 2022-01-09 | Orion - an early stage Oython library for unsupervised time series anomaly detection.https://t.co/tp6b5f4KpV https://t.co/tkP1CMhZ3W |
| 2022-01-09 | Sharpe - a unified Python library for back testing, applying machine learning in tradinghttps://t.co/SJsvqNv4En |
| 2022-01-09 | Foundations of Reinforcement Learning with Applications in Finance #ebook https://t.co/Yn5T0OUgzp https://t.co/ISvnlpfPPy |
| 2022-01-09 | Heterogeneous graph knowledge enhanced stock market prediction - paperhttps://t.co/ydSIibWVI4 https://t.co/04VTNEgN4y |
| 2022-01-09 | Simple PyTorch wrapper for deep learning - tzoohttps://t.co/XH1H24fbdN |
| 2022-01-09 | Predicting economic recessions - Python / Jupyter Notebooks:Prediction:https://t.co/NXruiPWwYRData / Feature extraction:https://t.co/eC1MFbFEoG https://t.co/BPKSUapEc3 |
| 2022-01-09 | Paper analyzes relative and aggregate economic inequality in Cryptohttps://t.co/LOdxWVKI22 |
| 2022-01-09 | Anomaly detection in time-series basics - Article with embedded Python code and Jupyter Notebook linkshttps://t.co/fBYEq6oiu3 |
| 2022-01-09 | Herding behavior of Blockchain stocks - paperhttps://t.co/sJw4tqu7jE https://t.co/9U0moOp6Q2 |
| 2022-01-09 | Machine learning methods can capture the stylized facts of stock volatility without relying on any assumption about the distribution of returns. Paper.Reassuring to see similar ranked feature importance regardless of #ml model usedhttps://t.co/VgvRekd0JU https://t.co/oSlPQeZX7G |
| 2022-01-09 | Some reflections on Web3 infrastructure https://t.co/58SEGGN2dG |
| 2022-01-09 | Keras, Python and HiPlot to visualize Hyperparameter explorationshttps://t.co/JmMRPJOH7S https://t.co/o49J9osrZ5 |
| 2022-01-09 | Modeling and parametrizing a probability distribution with a neural network using PyTorchArticle:https://t.co/0yF9TIAeBjPython GitHub:https://t.co/cJXhdtJ4Jp |
| 2022-01-09 | Software with lower chromatic complexity are easier to read and maintain (and probably have fewer bugs).This Python library measures cyclomatic complexity https://t.co/CPYYskmWA9 |
| 2022-01-09 | Rotki - a python based crypto portfolio, tax accounting package that respects privacyhttps://t.co/yCfbyWl9Nv |
| 2022-01-09 | Returns, realized volatility and investor attention dynamics in Bitcoinhttps://t.co/0rygjSFijr https://t.co/FG2EVs93rk |
| 2022-01-09 | On the ‘Mementum’ of meme stocks - paperCointegration, momentum, synchronicity of signal…#alpha https://t.co/z9PE8E9BDw https://t.co/UdJjLaCPR7 |
| 2022-01-09 | Aesara, a Python library to define, optimize, and efficiently evaluate mathematical expressions involving multi-dimensional arrays.https://t.co/ZwbBR0wixy |
| 2022-01-08 | Regime factor modeling paperhttps://t.co/SWrrIc7i3A https://t.co/657QON2TAu |
| 2022-01-08 | Corporate Bond index liquidity risk and the link to returns#liquiditybeta#estimatorshttps://t.co/oMAQn87dgX https://t.co/R1QZBQr3Zf |
| 2022-01-08 | Market and Funding liquidity measures article by Ricardo Rebonato does not use transaction datahttps://t.co/OHhw6chAwh https://t.co/Di4czWB1xM |
| 2022-01-08 | Percentage Price Inpact and other liquidity and liquidity cost estimators for Crypto Markets - paperhttps://t.co/X5NQQGtacF https://t.co/IFF8GZHn08 |
| 2022-01-08 | Effective spread and CMBL estimator proxies of liquidity costs for Bitcoin and the significance of yield - paperhttps://t.co/pMOiMODitb https://t.co/bfWlGRZvx2 |
| 2022-01-08 | Transfer Entropy, Volatility and Liquidity dynamics of Bitcoin and other Cryptos during the pandemic - paperhttps://t.co/sHMqXT6wgl https://t.co/IfZYHjzVXd |
| 2022-01-08 | Wrapping cryptos for interoperability - paperhttps://t.co/9LB55rwW2V https://t.co/mCCv0gQ7cm |
| 2022-01-08 | Crypto Liquidity Dynamics - #AMM Arbitrage Bounds and Transaction Costs - paperhttps://t.co/wwPueaXXQ3 https://t.co/hNA2EaI9cw |
| 2022-01-08 | Liquidity Connectedness in Cryptocurrncies - paper- increases during periods of high volatility- adding least interconnected cryptos may provide some hedge value when BTC/ETH are trending downardhttps://t.co/inW7VQ9vIN https://t.co/PdwtDwzhww |
| 2022-01-06 | Rise and fall of cryptokitties - network analysis and imputed probability of profit estimateshttps://t.co/fHf9ZiBRXX |
| 2022-01-06 | Bitcoin price clustering - paperhttps://t.co/Z5q6PGxrTr |
| 2022-01-06 | TunaTA - Distance correlation to help tune technical analysis parameters using OptunaPython GitHub:https://t.co/pY3cmMfA8r#TA https://t.co/eRlTJMfajB |
| 2022-01-06 | And the link to the ebook content that was missing in the previous tweethttps://t.co/4fUcoiodAShttps://t.co/ihOTYvmEYn |
| 2022-01-05 | Bayesian Methods for Hackers #ebook Pythonhttps://t.co/XZ0prsJOyD https://t.co/yrh1e65aaz |
| 2022-01-05 | Nixtlats - Deep Learning for Time Series Forecasting - implements M3 and M4 international forecast competition winning models:ES-RNN, N-BEATS, N-BEATSxPython GitHub:https://t.co/epYOVXsLWDWeb site / documentation:https://t.co/MiG1WfnrZD https://t.co/xg6nD6IIyP |
| 2022-01-04 | DrForest - Dimension reduction forests (DRFs) are a method for nonparametric regression that also quantifies local variable importance#ml Paper:https://t.co/2hqRg7pwYrPython GitHub:https://t.co/hVBoV7V6FASynthetic data Example - Jupyter notebook:https://t.co/DxmLzEXYMF https://t.co/aC1KZ1YgyR |
| 2022-01-03 | Collection of DeFi derivatives businesses… https://t.co/9hS0RFPl00 |
| 2022-01-02 | ETNA Time-Series Library - 4Ps:- Preprocessing- Pipelines- Plotting- PredictionPython GitHub:https://t.co/wm4qZGFo50 |
| 2022-01-02 | Dynamask - identify salient time-series model features visuallyPaper:https://t.co/PCJhc2EsZIPython GitHub:https://t.co/CM8bOB15Jg https://t.co/3jejJuTBHY |
| 2022-01-02 | Hidden Markov Models HMM - expectation maximization using HMM-learn, then Random Forest boosted#timeseries #kalman #lstm Python GitHub:https://t.co/SwLoXgJ9yi |
| 2022-01-02 | Feature based Forecast Learning - FFORMA uses meta-learning to train a time-series ‘classifier’ to select/combine different forecast models. Improved since M4 competition.Origins from paper by @robjhyndmanhttps://t.co/vsCiWuUvYWR (#rstats) GitHub:https://t.co/34H1yLgLFM https://t.co/F9MYsGzc2S |
| 2022-01-01 | Surprised and happy@CuratiaLLC will be offering a new twitter building block product targeted to financial professionals will include my tweets as well as market microstructure maven @ltabb and AQR principal and quantitative luminary @CliffordAsness https://t.co/5Ueul3khIn |
| 2022-01-01 | Ark Investment research report by @yassineARK and @kenoshaking re: on-chain data (and analytics)#Bitcoin $BTChttps://t.co/5H37OkLTLD https://t.co/AUbdzJDet8 |
| 2022-01-01 | Terality = Pandas serverless, cloud service not bounded by memory constraintsArticle:https://t.co/v9tClyhGJoSite:https://t.co/e6NAvet9rXDemo notebook:https://t.co/j7E8G7OYA6 |
| 2022-01-01 | Symbolic knowledge extractionPaper:https://t.co/MSIYJH2r5nPython GitHub:https://t.co/BYgrm7oelA https://t.co/2nXY6RcGqF |
| 2021-12-31 | Front-running is illegal in international stock trading in most markets but not in NFT Crypto. Article:https://t.co/TTjOPuuPJYPython GitHub Notebook - using graphs to detect front running behavior:https://t.co/ZIREV9ovP9 https://t.co/pZJtzeIAOZ |
| 2021-12-31 | Bitcoin Realized Volatility Modeling in a Python Jupyter Notebookhttps://t.co/u38O06rpUQ https://t.co/KbBHa6AEoo |
| 2021-12-31 | Financial Graph Attention - graph attention networks, to learn the latent interactions among stocks and sectorsPaper:https://t.co/mIo75oRnITPython GitHub:https://t.co/89TGjbrLJg https://t.co/ZHAuSq1Mxk |
| 2021-12-31 | RL Trading of CryptosPaper:https://t.co/VdpeqLKd4IPython GitHub:https://t.co/JirAWPylwc https://t.co/PU9lPoZQA6 |
| 2021-12-31 | Ostensibly, 64 Crypto Unicorns joined by a new crypto analytics unicorn in Dune Analyticshttps://t.co/fnqEf3NfEv |
| 2021-12-30 | Introduction to Cultural Analytics & Python - dynamic, Jupyter based#ebook: https://t.co/ZZx0ICeqoPPython GitHub:https://t.co/sjosW1GLyA https://t.co/YKWGQPypaA |
| 2021-12-30 | Good insights around database scale-up buzz (eg Databricks, Snowflake) and buzz-kills (eg RethinkDB)https://t.co/ccAXqpDfyb |
| 2021-12-29 | Running a Streamlit using Google Colab for cloud-compute should be easier than running a local-tunnel in Google Colab (eg should be a bit more like https://t.co/YsMIBGVCAN)A Meta Prophet stock prediction example to illustrate the approach.https://t.co/JmTfXUakpD |
| 2021-12-28 | Not surprising that a company called Meta, focused on Metaverses would be on the acquisition trail for synthetic data and images (AI.Reverie) and winning military mandates would be a key driver.https://t.co/fkzQDyqSLIhttps://t.co/3D85NWlDWSGitHub:https://t.co/Q2apD7Ia1Y |
| 2021-12-28 | VentureBeat’s Ode to Synthetic Datahttps://t.co/ka522ScJk0 |
| 2021-12-28 | Today’s desktop computing power is quadrillions of times faster and has much more RAM than original mainframes. This short article puts it in perspective.https://t.co/HLzsiiLHn7 |
| 2021-12-27 | DB:https://t.co/zRXDTnasz5 (3 parts)BNY Mellon:https://t.co/Fk8zYlwFozHSBC:https://t.co/ciXY6kjyBsUBS:https://t.co/s9KD8aoKDO::SC:https://t.co/ryjRV2rDtW |
| 2021-12-27 | Institutional Crypto research in 2021:BAML:https://t.co/VimFF7rNYAhttps://t.co/chNs5R7muxMS:https://t.co/4PpldeUxEMhttps://t.co/sLsoE3ouzQGS:https://t.co/yik5DeJUgECiti GPS:https://t.co/4EAKJsRx4DJPM:https://t.co/MLQ65IWom5DB Wealth:https://t.co/xOTYqY6XNO |
| 2021-12-27 | For a good intro to modern electronic corporate bond markets and liquidity dynamics, here are three papers:On corporate bond liquidity dynamics;https://t.co/H3mIF6g5u9On corporate bond ATS:https://t.co/dZuq3gbePDOn Fixed Income microstructure:https://t.co/jbmwcR7hpS |
| 2021-12-27 | Unsystematic S2FX and S2F factors impact on Bitcoin valuation is formulaic according to the others of this paperhttps://t.co/IHXj06q6c7 https://t.co/mqtWJXQoK2 |
| 2021-12-27 | Intraday volume classification and analysis of cryptocurrencies - liquidity paperhttps://t.co/Itm0Nht33v https://t.co/XTQWheFZuZ |
| 2021-12-27 | Mini-rocket time-series nearly determinsitic classification and regressionPython Colab:https://t.co/rku8y3wLCg.Paper:https://t.co/XEPwnkbnJ8 |
| 2021-12-27 | Brazil equity market microstructure - market maker rule variation with other major markets and market quality impact of nuanced differenceshttps://t.co/FpYwXPtRI2 https://t.co/R7lqAjcFrQ |
| 2021-12-27 | Fraidycat aggregates your echo chamber of micro-influencers, TikTok luminaries and other social mavens with open source JavaScript and periodic polling.https://t.co/AGhmEpwusY https://t.co/YttWnkKqrr |
| 2021-12-27 | Perspectives on Crypto / Web 3 impact on long-term classical geopolitical dominancehttps://t.co/EQrcfJfcVO |
| 2021-12-27 | Synthetic financial time-series data: ydata-synthetic#TimeGanPython GitHub:https://t.co/OvFfzFLGUwGoogle Colab stock data generation example:https://t.co/kKm8SNvzhi https://t.co/rAOLe5d4Vx |
| 2021-12-27 | Microstrategy investor day and their reflections on their treasury digital asset strategyhttps://t.co/jZq8nL1W5v https://t.co/9XdU29EXSU |
| 2021-12-27 | European AI Adoption Benchmarks & Hurdles - reporthttps://t.co/eB3is09kRe https://t.co/3V9QcmZMRT |
| 2021-12-27 | European Deep Tech Startup reporthttps://t.co/ogrSe7ssuI https://t.co/fQAkdZoyC2 |
| 2021-12-26 | A qualitative analysis of Systematic Internalizer impact on modern European equity markets - market microstructure paper https://t.co/PKDQx9o8Io |
| 2021-12-26 | TheBlockDigital Asset Report:Market Map Ecosystems and 2022 Outlookhttps://t.co/4eZMM8KLmm https://t.co/1ZZm00U7jS |
| 2021-12-26 | CEPChain - Complex event processing integrated with off- and on-Blockchain along with their Smart Contracts - paperhttps://t.co/oSk351yHbK https://t.co/xbxZL9uGu0 |
| 2021-12-25 | Sample Convolution Interaction Network SCINet - applied to financial and crypto time-series prediction using TensorFlowPaper:https://t.co/T1OWpHrNLQPython GitHub:https://t.co/zI8o3InsXT |
| 2021-12-25 | Python Cheat Sheethttps://t.co/dfuUKvk1NW https://t.co/IzEAFUIjLw |
| 2021-12-25 | Good easy read on transformers, sets vs sequence methods, and attention in NLP data science https://t.co/dQEJto7glx https://t.co/cHMaFRwRm9 |
| 2021-12-24 | Attack oriented intuition for advanced Cyptography without mathematical formalism.Paper:https://t.co/ZAUHUIgJVT https://t.co/VHdVwCZZvy |
| 2021-12-23 | FinTech, BigTech & Big Banks - competitive dynamics - paperhttps://t.co/UvtYxX3Qmz https://t.co/mZAtcR9T3F |
| 2021-12-22 | In other news…Glupteba grafts to the Bitcoin Blockchain immutably and surreptitiously https://t.co/tHI5nAVEKA#cybersecurity |
| 2021-12-22 | Gloomy, almost dystopian perspectives on the ‘dirty’ Crypto industry and synthetic trust#ESG #Trust #DeFi https://t.co/C6nXRqRf8I |
| 2021-12-22 | Code bloat and other perspectives on DNA from a somewhat cheeky and narrow mind of a coder…https://t.co/QkorKm2cvV https://t.co/57hLJQo52Z |
| 2021-12-22 | Dabblers in streaming realtime machine learning have a new tool. Incremental learning, concept drift handling, #scikit-multiflow #mlPython GitHub:https://t.co/IHCvhi9UMCPaper:https://t.co/w6dKPTMUrx https://t.co/z12Rr4avOL |
| 2021-12-22 | Bitcoin mining in China - 109k addresses and perspectives on realized impact of government intervention https://t.co/ni4kDoTkZ7 |
| 2021-12-22 | @zerohedge collection of Twitter and Bank Research perspectives on Web3 and the Metaverse https://t.co/XJc9tLJ9Jt https://t.co/IhlxIA1HLz |
| 2021-12-22 | NBER paper analyzes the transaction behavior as well as network and other ownership patterns of Bitcoin.Concludes Bitcoin is far from decentralized with skew concentration in miners, holders, defi exchanges and systemic risk.https://t.co/WwLmb3TZaF https://t.co/swxtG8Oeiw |
| 2021-12-22 | TheBlock research on Digital Assets 2021: Market Landscapes, Custody, M&A, Flows…https://t.co/4eZMM8KLmm https://t.co/MC0BRiDVOT |
| 2021-12-22 | DeFi, NFTshttps://t.co/qTV2OTeO9h https://t.co/HSxQvdnlHf |
| 2021-12-22 | Coinbase perspectives on the Metaverse https://t.co/wfR30ZYIuK https://t.co/KlSZVsPlyw |
| 2021-12-21 | SVB FinTech Deckhttps://t.co/uQt3qJ3lsk https://t.co/yelOtFbeH1 |
| 2021-12-19 | PyTorch Time-Series Transformers with Attentionhttps://t.co/3Wn7HhaEiNPython GitHub:https://t.co/FUGwwp0bE4 https://t.co/zGWWFC7Yka |
| 2021-12-19 | Synthetic factor-based structural time-series generationPython GitHub:https://t.co/lbTF1HrE2i https://t.co/MxMotd2uQj |
| 2021-12-19 | Sklearn evolutionary / genetic algorithms for hyperparameter tuninghttps://t.co/OcLIy0cw4a https://t.co/JL3lojg2E1 |
| 2021-12-19 | Curated DeFi Linkshttps://t.co/evk9m78EUS |
| 2021-12-19 | TensorFlow LSTM Deep Learning, Change-point detection and #TSMOM time series momentum trading strategies with fast reversion Paper:https://t.co/uwbqmHFmoIPython GitHub:https://t.co/WUcS6scnOy https://t.co/yqfJq3VOpz |
| 2021-12-19 | Simple OpenSea NFT Explorer App Built in Python & Streamlithttps://t.co/0zBqxvCFTD https://t.co/LvJr1gdLW6 |
| 2021-12-19 | Many simple methods to estimate volatility including:•Garman Klass•Hodges Tompkins•Parkinson•Rogers Satchell•Yang Zhang•Standard DeviationEstimated with Python Code:https://t.co/M2ck0l6h6c https://t.co/9BfC7inAkQ |
| 2021-12-19 | Random forests and LSTM networks (more precisely CuDNNLSTM) used to analyze effectiveness in forecasting intraday directional movements of constituent stocks of the S&P 500.Paper: https://t.co/PAQdDSSTCRTensorFlow, Python GitHub:https://t.co/rLc4Evasj7 https://t.co/zMPJpOiWI2 |
| 2021-12-18 | Saturdays mornings used to be dominated by Bert & Ernie, now they are by self-supervised BERT translation of natural language to SQL #NL2SQLTwo sets of Papers/Python:#1https://t.co/HUOKyXCN5Qhttps://t.co/NvNRhkgsjz#2https://t.co/tHlrrV17D0https://t.co/zSoYhAaHaA |
| 2021-12-18 | User experience can be transformed when natural language is translated to useful visualizations #NL2VIS using Pythonhttps://t.co/lM0m57cswFuses a visual grammar that flattens Vega-Lite to a sequence for ease in supporting #NLPhttps://t.co/xzbZpSPlOxhttps://t.co/jbFEEFNWpS https://t.co/fGAZojjEsG |
| 2021-12-18 | Markets and empirical science measurements need Nanosecond resolution @eddelbuettel R #rstats nanotime handler:https://t.co/zOX86pY727Since Python 3.7 the time.time_ns() function returns nanoseconds as an integer since the epoch (but accuracy depends on OS & hardware) |
| 2021-12-18 | Interpretable Neural Networks With PyTorch:feedforward neural networks that are interpretable by construction using Python and PyTorch https://t.co/Gzd3vNTlIk https://t.co/gXVFhFzu09 |
| 2021-12-16 | Seven Layers of Meta … on the Metaversehttps://t.co/xgErfYSH95 https://t.co/PlMk1r6tY7 |
| 2021-12-16 | FinTech 2021 IPO Retrospective… https://t.co/MlbUKuQL5j |
| 2021-12-15 | PyTorch vs Tensorflow usage, Huggingface deployments and other metrics… https://t.co/afKDmCb3AY https://t.co/Xo9uNQdZTS |
| 2021-12-15 | Wavelet transforms + multivariate adaptive regression splines for financial time-series prediction Python GitHub:https://t.co/fRoTd1fDfYPaper for inspiration:https://t.co/J0q95kkssr |
| 2021-12-15 | Interpretable Deep Learning for Multi-horizon Time-Series Forecasting - Google #Ai Bloghttps://t.co/ITX9OAEQ9V https://t.co/rwMSiMaeld |
| 2021-12-15 | Limit order book events #lob - (Binance crypto exchange) visualized as heatmapshttps://t.co/40NH9S3oktOnline:https://t.co/uQR7HnO1eM |
| 2021-12-15 | log4j-scanA new open-source Python tool to scan for vulnerabilitieshttps://t.co/ZyShHJRJ17 https://t.co/5U2nHbQwvg |
| 2021-12-15 | Python snippet for high-low bid-ask spread estimatorhttps://t.co/VSfAjN2PsV https://t.co/EmVv8gFuAO |
| 2021-12-15 | Bayesian method to model Bitcoin usershttps://t.co/nC3qH9rLz9 https://t.co/fvI7AzoucL |
| 2021-12-15 | Bitcoin liquidity paper - Glosten structural model appliedhttps://t.co/9tEkDRzDkM https://t.co/2lwGDqRyon |
| 2021-12-15 | Crypto Liquidity Estimators - paperhttps://t.co/X5NQQGtacF https://t.co/QO5mLJ96b2 |
| 2021-12-15 | Customizing GPT-3 https://t.co/h5W1uDJv18 |
| 2021-12-14 | Propagator vs stationary Kyle-based linear market impact models compared in this #TCA paperhttps://t.co/8Ola7Xmm17 https://t.co/EQnMf9Uh68 |
| 2021-12-14 | Bayesian Active Learning - BaaL library in Python https://t.co/pqb8iE0N3b |
| 2021-12-13 | Article highlights some of the recent and notable events in the convergence of TradFi with DeFi in Capital Markets - e.g. 1st Reg A+ deals, Digital Art Tokenization…https://t.co/mAWFc21ICl |
| 2021-12-13 | https://t.co/OSJgcMHZbh #ebookInteractive Deep Learning open source ebook using Jupyter notebooks and Pythonhttps://t.co/oHE1joIStb https://t.co/gZoc3H81Kk |
| 2021-12-12 | Intraday cross-sectional risk factor variation changes: FAMA + Momentum on S&P500https://t.co/ysydb8hh2S https://t.co/FikdHkQIk9 |
| 2021-12-11 | Generalized (stationary by log transformation) Order Flow Imbalance and the link to market impact on stocks in the CSI500#TCA Paperhttps://t.co/iB4siNj7OG https://t.co/LLdM0k8bAC |
| 2021-12-10 | NeuralProphet - comparison vs Prophet (functional flexibility differences discussed in this article)https://t.co/0INtCeGdZg |
| 2021-12-10 | Graph Neural Nets - a to z.#GNNhttps://t.co/jdVGG2ZW0w https://t.co/OMaGysROhf |
| 2021-12-08 | Modeling FX Alpha and Market Impact #TCA - paper https://t.co/KRQIZfksYJ |
| 2021-12-08 | Metrics for valuing Bitcoin and other Layer 1,2 and 3 digital assets…#ARKhttps://t.co/uKsSaCZMgM |
| 2021-12-08 | Continuous Latent Process Flows (CLPF), a generative model of continuous dynamics enables inference on arbitrary real time grids, a complex operation with piecewise variational approximation. Paper:https://t.co/Pcm4Gw0ptRPython GitHub:https://t.co/8TVPy1OY0J https://t.co/RDm1a5MOzQ |
| 2021-12-08 | Deep learning LSTM model applied to FX rate predictions - paperhttps://t.co/GhweI8mRKX https://t.co/YDOxQZzlBV |
| 2021-12-07 | Systematic quant bond (credit) trading powered by algorithmic and electronic execution is on the time | in FThttps://t.co/C1NLiEaGGV https://t.co/3xojqFUMeB |
| 2021-12-06 | Differential #ML Regression Jupyter NotebookPython GitHub and Colab:https://t.co/Qeu0gZh7c1 |
| 2021-12-06 | Differential #ML PCAPython GitHub and Colab:https://t.co/HrIZ6eJnsv |
| 2021-12-06 | Differential #ml applied to financial derivatives:Bermudan5F.ipynb applies differential regression and PCA to the determination of risk factors and continuation values of Bermudan options#Jupyter Colab Notebook:https://t.co/FbF06xiVfD |
| 2021-12-04 | In addition to tsts and torchts there is now Pytorch Forecasting for time-series predictionhttps://t.co/21sp1DJNopTSTS https://t.co/21sp1DJNop |
| 2021-12-04 | Pycaret has improved its automl capabilities with a new time-series module…https://t.co/wAjromjKku |
| 2021-12-04 | tsAI deep learning time-setisa library is inspired from recent Kaggle time series competitions…https://t.co/zI2O5RL6F5 |
| 2021-12-04 | “algorithmic regulation needs to look much more algorithmic itself” and other AI tidbits from NeurIPS https://t.co/och5nF9Yug |
| 2021-12-04 | Web3 for the uninitiated https://t.co/S9PYNfoTI6 |
| 2021-12-04 | Lisa Xu’s collection of perspectives on DAOs driving NFT/Web3 ecosystems https://t.co/vKi5nPMOn3 |
| 2021-12-04 | Article and code for using Google Trends data to improve stock and crypto trading outcomes Article: https://t.co/a3yCw9J46uPython GitHub:https://t.co/boOySZoOGQ |
| 2021-12-04 | And Synthetic Time Series Data generation using NeuralProphethttps://t.co/pB4WK8uyIy https://t.co/j4ir61r081 |
| 2021-12-03 | Asymmetric transaction costs for bonds in times of stress is the basis for this new bond liquidity risk model - #TCA #Liquidity paperhttps://t.co/jq8uSY9jJD https://t.co/3Q9KsP70n2 |
| 2021-12-02 | Our Robotic Overlords are nearly readyhttps://t.co/N5XNns9tnp |
| 2021-12-02 | State of the art in deep graph neural networks - article https://t.co/e7y2GNoYOT |
| 2021-12-02 | “…machine learning can aid mathematicians in discovering new conjectures and theorems.” #AI #Math #Paper https://t.co/8QGpkcA29S |
| 2021-12-02 | Bitwise report on DeFi projects growth to $15Thttps://t.co/6SzDstNRsI https://t.co/NYO97EdVXS |
| 2021-12-02 | PyTorch Forecasting for TimeSeries using deep learning and Pandas dataframes directlyhttps://t.co/QGkpNUzGVHPython GitHub:https://t.co/21sp1DJNopDocumentation:https://t.co/4RRiPpRzYc https://t.co/soPbysHbdB |
| 2021-12-01 | Long-term bond yield modeling using LSTM-LAGLASSOPaper/slides:https://t.co/aEit5IPKl1 https://t.co/CusF3FolAq |
| 2021-12-01 | Meta’s Neural Prophet - a neural twist on Prophet for time-seriesSite:https://t.co/oTPGbdyH2nPython GitHub:https://t.co/TTpQdeOFNTArticle:https://t.co/pGpYmbAtxuVideo:https://t.co/ExrZM6BQSPComparison with ARIMA:https://t.co/jQzcjYzbJn |
| 2021-12-01 | Graphs are great. Encoding them using an optimizer to reduce complexity often makes them more accurate, efficient and useful in classification and prediction activities. Opt: Minimize structural entropyPaper:https://t.co/qD7mYfCdTdPython GitHub:https://t.co/UbbtuFeHdo |
| 2021-12-01 | The importance of collective information from graph embedding in financial time series deep-learning prediction Paper: https://t.co/lX9BJ7MJBKPython GitHub:https://t.co/04oI26qdDw https://t.co/Ba7ef4Mgl4 |
| 2021-12-01 | Nature research on #NFTsPaper: https://t.co/xeLdXICnIw#Dataviz feature extraction:https://t.co/uQApPKyNY0To feed model:“1) visual characteristics, 2) previous sales of related NFTs, and 3) the popularity of the buyers and sellers” https://t.co/LzFjySMvJe |
| 2021-12-01 | WYSIWYG layouts for Jupyter ipywidgets: ipyflex is based on react flex layout library and as you probably expect, supports panels and tabs in layoutsPython GitHub:https://t.co/dfJSdhYl48 |
| 2021-12-01 | Intraday price direction prediction efficiency of constituent stocks - LSTM vs Random ForestPaper:https://t.co/b2m4Hit6e6Python GitHub:https://t.co/rLc4Evasj7 https://t.co/7DjwIytevU |
| 2021-11-30 | Web3 NFT Community startups are emerging…https://t.co/Ih2GVwDTSW |
| 2021-11-30 | Sequencing meme stocks as Markov Chains for prediction - articlehttps://t.co/JF9GrSeOTt https://t.co/3rdviCxFqR |
| 2021-11-29 | Deep learning paper compilation of methods and features (aka variables) in fx and stock price / return prediction - paperhttps://t.co/1ZJagv64an https://t.co/e0Uqkg1SGJ |
| 2021-11-29 | Binary/Ternary Asset Price Direction Classifier - paperhttps://t.co/8j8Er0FjeyVolume at price and tick trade aggressiveness in four cohorts of features https://t.co/nEtkALdINg |
| 2021-11-28 | Deep Learning for Time-Series - in three parts:https://t.co/hcV8mYOSv0https://t.co/HbOMRcNSaI https://t.co/vd2j6wQQEy |
| 2021-11-27 | For forecasting right-skewed time-series, sometimes a Tweedie will do…https://t.co/s0JRaZwxwq |
| 2021-11-27 | Short Iron Condors, back testing, expired RICs and nice bits of Python financial options and RDP code to explore…https://t.co/kWi6Wm4R6g |
| 2021-11-27 | Crypto design perspectives…https://t.co/Kq4zPQJEA6 |
| 2021-11-26 | FT: “In crypto, most exchanges provide not only matching services but also custody, clearing and settlement to name a few…That means that, in reality, they look more like a broker since a client is effectively facing off against the exchange.†https://t.co/VKXTWFkgMv |
| 2021-11-26 | Grayscale report quantifies the Metaverse as a $1.4 Trillion market - good weekend readhttps://t.co/IcXXql5OM0 https://t.co/wy6AIR77Ge |
| 2021-11-26 | The ‘Tesla-financial complex’ | in FT“We don’t really have the language to describe Tesla any more,†says Michael Green, chief strategist at Simplify Asset Management. “It’s like explaining to a person in a two-dimensional world the concept of ‘up’.†https://t.co/3NZ9Anz8Fw |
| 2021-11-25 | Mckinsey on the impact of Advanced Analytics on Strategyhttps://t.co/DxOAPP0Sni |
| 2021-11-24 | Optuna and Hyperparameter Optimizationhttps://t.co/sjklwdaSNu |
| 2021-11-23 | DataPrivacy is only one arc in the tech shift to Confidential Computinghttps://t.co/iRiJEPLlig https://t.co/gymVTdI3Lw |
| 2021-11-23 | Quantification of scoring and predictability of win-outcomes across professional sports - paperhttps://t.co/AWBvcTQkXr https://t.co/kKtmho0hvK |
| 2021-11-21 | Predicting Tokyo Stock VolumePaper: “Long-term, Short-term and Sudden Event: Trading Volume Movement Predictionwith Graph-based Multi-view Modeling” with OHLC hourly time-series and news feature extractionhttps://t.co/JDDy2hiPXYPython GitHub:https://t.co/TWxbpWHo9R https://t.co/NJJviEDR94 |
| 2021-11-21 | Paper: Structural break-aware pairs trading strategy using deep reinforcement learningAnd Wavelets and Scalograms applied to stocks in Taiwanhttps://t.co/2RjcU7EfAM https://t.co/I7rvy9xAy7 |
| 2021-11-21 | ASX stock liquidity modeled with microblogging activity and cost based market liquidity (spreads: CMBL) #twitter #tca https://t.co/XUvyZWGUWu https://t.co/hqq5671z1A |
| 2021-11-21 | A semi-parametric model for fx futures volume forecasts (2029 paper)https://t.co/voXtDuRdCu |
| 2021-11-21 | Are Facebook and Google funding misinformation / disinformation? MIT Technology Review https://t.co/IyOwiWGLLb |
| 2021-11-20 | On Graph Neural Nets, Topology and Differential Geometryhttps://t.co/B9g7N0BMZd |
| 2021-11-20 | Market impact with restrictions on stocks, heterogenous trader beliefs modeled in as an iterative equilibrium Kyle framework way - #TCA paperhttps://t.co/Jf8AlKP0A9 |
| 2021-11-19 | Sequoia thought piece on data privacy and surge in consumer interest in tools and crypto-tech opportunities https://t.co/9zK8XpIwta |
| 2021-11-18 | AlphaEvolve paper highlights the potential for AutoML tools to be used to generate stock Alpha systematically using evolutionary algorithms (analogous to formulaic alpha)https://t.co/Z1XuuzJjMt https://t.co/KRJWXZugfZ |
| 2021-11-17 | Recent Kaggle Time Series prediction competitions reveal a notable pivot away from boosted decision trees to neural nets“The field of time series follows the path of computer vision and NLP, where neural networks dominate the landscape."#TSAI https://t.co/x18MqtX27H |
| 2021-11-17 | Paper on the relationship between futures limit order depth to spreadhttps://t.co/9VI3BorymI https://t.co/3xjAsOUZ7n |
| 2021-11-17 | Market Fragmentation in US equity markets and routing decision frameworks are examined in this new #TCA paperhttps://t.co/kANA1YEwIg https://t.co/TbIVFydmyH |
| 2021-11-17 | A bid-ask spread estimator: EDGE - Efficient Discrete Generalized Estimator culled from OHLC data that maintains market microstructure stylized facts with tick data - paperhttps://t.co/OiqvcXolEm https://t.co/HDwhjvcqEf |
| 2021-11-16 | Much ado about Twitter new API, event processing architecture and a raft of different commercial drivershttps://t.co/iUp5RxCPtxhttps://t.co/D9pUSif1U2https://t.co/LnpHU3AcjO |
| 2021-11-16 | Where do data science practitioners want automation in their MLOps, AutoML and Pipelines?Paper:https://t.co/0n1uDrlhdf https://t.co/mVUBY1eKSx |
| 2021-11-15 | Microsoft Azure AutoML SDK:https://t.co/8SKj4H30x1Article:https://t.co/CM6AvtZVR2Research:https://t.co/JqJ3feyait Jupyter Configuration:https://t.co/VlApSnT0tiAutoML on Azure:https://t.co/hBdaw4V51R https://t.co/lGsY92kETw |
| 2021-11-15 | Optimal flow trading near NASDAQ close #TCA(2018) Paper https://t.co/xZ9YZYiOgPPython Jupyter Notebook:https://t.co/AeLugZstxR https://t.co/mwvGNnbhWh |
| 2021-11-15 | #TCA Paper (2020) - optimal execution in presence of linear, temporary market impacthttps://t.co/aDq23CN6UoJupyter Python Code:https://t.co/2cHnRTsdWD https://t.co/rGgJVJskBg |
| 2021-11-14 | Hawkes and other time-series methods for momentum and other pattern identification and labelinghttps://t.co/ptSNIagXa1 |
| 2021-11-14 | Streamlit wrapper for prophet timeseries predictionPython GitHub:https://t.co/itXAd5Vh0w https://t.co/6Xb2wOi0mZ |
| 2021-11-14 | Micro-services Meta-Transformation Nirvanahttps://t.co/mUwBmmv2qD https://t.co/IODZAXSLAd |
| 2021-11-14 | Simple Crypto Bots driven by Technical Analysis #TA rule automation and PyJuque libraryPython Jupyter Notebook GitHub;https://t.co/JLtQpX9nHDArticle:https://t.co/ZufZ80NFIaPyJuque Crypto #lob Strategy Automation:https://t.co/S4AcYl8kwc |
| 2021-11-14 | @a16z opines on Payment for Order Flow #PFOF Market Microstructure debatehttps://t.co/TPpeeogViu https://t.co/u1GF2azaha |
| 2021-11-14 | @a16z opines on Payment for Order Flow #PFOF Market Microstructure debatehttps://t.co/TPpeeogViu https://t.co/zdtrmtTEml |
| 2021-11-14 | Sometimes a Time Series Spline is all you need Bayesian Adaptive Spline:https://t.co/7vAjwtafPRMARSpline:https://t.co/ho5QMQRRwSMARSpline adapted to intraday stock prediction:https://t.co/zVl3OgnFm5Optimized Paperhttps://t.co/scG0dJ94PgCode:https://t.co/If4Jfo0Uav |
| 2021-11-14 | WIRED on #AR and the Metaverse…https://t.co/8WpO51xAB3 |
| 2021-11-14 | #HBR on #NFT Value Creationhttps://t.co/qju7eCqLrE |
| 2021-11-14 | Deep Learning Statistical Arbitrage paperhttps://t.co/jdWtdQ5s9m https://t.co/J9FOfWy9YF |
| 2021-11-13 | Stanford Brief on #AI in Financial Services#StanfordHAI with many links to researchhttps://t.co/ECnU20iXHV https://t.co/DDvicuUiMW |
| 2021-11-13 | MetaFlow, an open-source AWS based tool for Python and now R data scientists to manage their workflows.https://t.co/oRYEeEYdVPAlong with a UI servicehttps://t.co/vez5p0tVw9#rstats https://t.co/Gyt5iB9hkW |
| 2021-11-12 | SearX - Hackable meta-search engine - marketed to data privacy seekersPython GitHub:https://t.co/dyDi6SMZoFRunning instances:https://t.co/hHmId0gkSmHomepage:https://t.co/Y5oSoBAgq4Architecture:https://t.co/ikZvLNSV6B https://t.co/f6lTxU9IvD |
| 2021-11-12 | Good short and dense intro to time-series analytics and methods (without heavy maths)https://t.co/ltlbPlryPi |
| 2021-11-11 | Versat, Covid-washing and impact on Data privacy https://t.co/cJ3weMAdMv |
| 2021-11-11 | Zuckenberg’s pivot to the Metaverse is… “banal…" https://t.co/1ApTMU7VuF |
| 2021-11-09 | Dynamic mode decomposition (DMD) is a data-driven dimensionality reduction algorithm like #PCA https://t.co/4wKkgnAnTm |
| 2021-11-08 | Momentum and gradient descent from convex to stochastic… https://t.co/DtrKlafkqo https://t.co/iuNPHp5XDW |
| 2021-11-06 | Metaverses meet the Sports DataVerse…https://t.co/A33AzM13CA https://t.co/UoMMhAyFC8 |
| 2021-11-06 | Differential Machine Learning (Regression) for supervised principal component analysis to reduce the dimensionality of financial derivatives for valuationGoogler Colab Notebook:https://t.co/P0OOljfdVOYouTube videohttps://t.co/RoVMzfzOKm |
| 2021-11-06 | Carbon Risk Management (CARIMA) model with FAMA Factor and ESG handling with Brown Minus Green (BMG) supportOpenTaps is a mixed R #rstats and Python Open Source Project:https://t.co/L3FlnRcQOZ |
| 2021-11-06 | Time-Series Grid embeddings and #NN classifications Python GitHub:https://t.co/GBSBB85Ye8 https://t.co/6nVtUnn4mq |
| 2021-11-06 | Topological Analysis of Time Series using Giotto-TDAPython GitHub:https://t.co/vKWtsL7kDiPaper:https://t.co/vzg2cpQNjjGiotto Time Series libraryhttps://t.co/kKuWTxnWo5Detecting stock market crashes article:https://t.co/K9EFXMqUde& Code:https://t.co/vDTfAwiL1h |
| 2021-11-06 | More Candlestick NN time-series to image encoding…https://t.co/bXD3cbth4p |
| 2021-11-06 | Time-Series TS Classification using fusion features (TSC-FF) of sequence features extracted from raw TS and visualization features extracted from Area Graphs converted from TS. Paper:https://t.co/v7VSXc5nUPPython GitHub:https://t.co/7zclg43vag https://t.co/D8mqHskZZb |
| 2021-11-06 | Markov Transition Fields (MTF) time-series to image transformationArticle:https://t.co/BfxHUwuBurJupyter Python Notebook:https://t.co/HpbvSy8r0r |
| 2021-11-06 | This paper with code shows how to convert ECG time-series data into three images using Gramian Angular Field (GAF), Recurrence Plot (RP) and Markov Transition Field (MTF) for classification and predictionPython GitHub:https://t.co/RApxGLIh3GPaper:https://t.co/d2yhJHci12 |
| 2021-11-06 | Gramian Angular Fields (GAF) are images representing a time-series in a non-Cartesian coordinate system.Article + code example on tick data:https://t.co/4dUFQNJcirhttps://t.co/y9hAc82MDWMore Python GitHub examples:https://t.co/FDvmNMxfvJhttps://t.co/PieuzZqwrf https://t.co/MlbV9NPlXG |
| 2021-11-06 | Encoding OHLC information as 103 types of Candlestick Images for Pattern Classification in stock price predictionPaper:https://t.co/GAkMSuZGQ1Python GitHub:https://t.co/pP1mtPJIxX https://t.co/BEJlykX7fp |
| 2021-11-05 | AutoML for Tabular DataXGBoost + Optuna:Python GitHub:https://t.co/KJMTO36EBz https://t.co/9eCtF3tZe5 |
| 2021-11-05 | Multivariate time-series prediction using Long-Range Transformers that learn interactions between space, time, and value information jointly.Paper:https://t.co/5nR5v5LW52Article:https://t.co/ppHbtTPHDbPython GitHub:https://t.co/5nR5v5LW52Docs:https://t.co/5nR5v5LW52 https://t.co/2veO8uXe7G |
| 2021-11-05 | Convexity and Volatility in derivatives - simple primer https://t.co/Tu3GUc6v8K |
| 2021-11-04 | #ETH #DeFi ecosystem market map https://t.co/neSki3hiLx |
| 2021-11-04 | #DeFi Primer - June post but still relevant for the uninitiated https://t.co/ueNDs2eBv8 https://t.co/WbfgboIOdH |
| 2021-11-04 | Presentation on predicting terror attacks by following Bitcoin transaction breadcrumbs and using metrics like cumulative abnormal volume and graph analysishttps://t.co/2IpcoRHcbZ https://t.co/4amwNRva9n |
| 2021-11-04 | NBER paper on Bitcoin trading on non-regulated decentralized exchanges - eg volume commonalityhttps://t.co/1WJpdsp0DC https://t.co/D5oI34QZn7 |
| 2021-11-04 | Asset Tokenization Platforms Market Map #Crypto https://t.co/PVkcE7A1Yy https://t.co/NTJXgBBZkq |
| 2021-11-03 | HMM for classifying stock markets https://t.co/UfTwsDXZAlAnd related post on forecasting volatility https://t.co/D2ZFAF2g1gAdapting the approach for Bitcoin https://t.co/sSDoQ65Dck |
| 2021-11-03 | A very visual primer for SHAP machine learning expandability https://t.co/9UhBrUAAKE |
| 2021-11-03 | Microsoft’s Metaverse Meanderings in TEAMS https://t.co/r94o8dfhF8 |
| 2021-10-31 | Open-source, AWS / Colab based time-series pipeline and forecasting tool - benchmarked vs M5Article:https://t.co/pPMZvqhZrLPython GitHub:https://t.co/vx51WSq0oo#Colab Notebook:https://t.co/38JqWR8vXl |
| 2021-10-31 | Reddit raises funding from Fidelity at $10B valuation and takes a decidedly crypto route with community engagementhttps://t.co/WR5vkvl1ba |
| 2021-10-31 | Optimal trading using a Linear Quadratic Regulator (LQR) framework that includes a price mean-reversion signal into the optimization program with linear market impact and quadratic staging - #algo trading paperhttps://t.co/Oa1J9GCAbu https://t.co/BgfrtEShSM |
| 2021-10-31 | Geometrically optimal trading in the presence of transaction costs (and discontinous zones) - #TCA paperhttps://t.co/F1Xsuy0dJn https://t.co/MMwnHUWezO |
| 2021-10-31 | Deeptime for time-series includes deep kernel, learning & model classes for dimension reduction, clustering, covariance and Markov model estimation & follows Scikit semantics.Python GitHub:https://t.co/SlqkO539aiPaper:https://t.co/V8qr1DgOxbSite:https://t.co/1eC6UwrdkL |
| 2021-10-31 | A menagerie of metaphorical reasons for composable models in AI in @gradientpub https://t.co/Me4uvXRun6 |
| 2021-10-30 | ARK Invest perspectives on Bitcoinon-chain valuation metrics:https://t.co/uKsSaCZMgMmyths:https://t.co/TUp73nE0Ol https://t.co/U3Lh8EtI1H |
| 2021-10-29 | NFT Markets… https://t.co/3JRtXTO1mP |
| 2021-10-28 | Open Source and key shifts in Financial Services - #a16z https://t.co/C2Uml4ENR4 |
| 2021-10-28 | Short paper on trends in machine and deep learning in traditional finance and capital marketshttps://t.co/lcc0YAaAPt |
| 2021-10-28 | ForecastframePython Pandas based class library for feature engineering and model interpretability and integrates with external forecasting libraries including Prophethttps://t.co/4QpUoedJYK |
| 2021-10-28 | Roughness in Volatility#Hurst https://t.co/JzmSwgYlfZ |
| 2021-10-28 | Machine learning as a “quantifier reversal” https://t.co/bAagxZwRpM |
| 2021-10-28 | ANEA is a tool to automatically annotate named entities in unlabeled text based on entity lists for the use as distant supervision.#NLP #Spacy Paper:https://t.co/ARZnWyEt2QPython GitHub:https://t.co/IiTFU0dHSB https://t.co/8QILbcsmAj |
| 2021-10-28 | interactive data comic using proprietary drawing tools and a scripting language #DSL #DataViz https://t.co/FMFtLqqvXc https://t.co/BDzI9BlaUu |
| 2021-10-28 | DeFi Maladex protocol for quantitative trading / market-making and token economies#Cardano #DEX #AMM https://t.co/FYp9nro41H https://t.co/5j23gH41KC |
| 2021-10-28 | A substack on DAOshttps://t.co/9IeJiA6hnl |
| 2021-10-28 | Excellent article on #DAO legal and tax considerations https://t.co/FespWZELMI |
| 2021-10-28 | Metaverse Meanderings… https://t.co/JFfhW4zdVC |
| 2021-10-26 | Paper models various #crypto returns as a function of Google Trends and density of relevant posts across social media - e.g. Reddit, Twitter https://t.co/JjfPgRUWC1 https://t.co/vS9VNLsiLd |
| 2021-10-26 | Sequoia Capital is reimagining the VC model to align investor preferences and invested company interests https://t.co/4yge43ElkU |
| 2021-10-25 | Time-Series TransformersPaper:https://t.co/IS0DTI9PguPython GitHub:https://t.co/cH2A4E1SNEAlternative implementation:https://t.co/GpHWD049X3 |
| 2021-10-25 | Private languages that map forgetables to visuals and heightened memorization… https://t.co/ljRwKZVN9f |
| 2021-10-23 | We have open roles for our Analytics Product team in Gdynia, Poland#datascience#Python#Finance https://t.co/4ukNFUnH3R |
| 2021-10-23 | Generalized Outlier / Anomaly Detection Taxonomy, Paper | Python Source:Outlier detection (OD), anomaly detection (AD), novelty detection (ND), open set recognition (OSR), and out-of-distribution (OOD) detectionPaper:https://t.co/KuQL07XXbYGitHub:https://t.co/eU2MSGMCGx https://t.co/IYjMz6Yk5v |
| 2021-10-22 | Underlying Asset Kernels - Neutral Density (RND) using Rookley’s Method, and Historical Density (HD) using GARCH Method and BSplinesPython GitHub:https://t.co/lM4PBNr1Oi https://t.co/i1Y057ey8c |
| 2021-10-22 | Stock synchronization index given by the transcript #stock entropy of pairs of stocks - paperhttps://t.co/O1YrCobUIZ https://t.co/GK9CX6ypQd |
| 2021-10-21 | AI, Umps and Strike Zones #MLB https://t.co/XIDBy8OQKg |
| 2021-10-20 | Stock price prediction using Generalized Compound Hawkes Process based model on limit order books #lob - paperhttps://t.co/sOprph1qXe https://t.co/W9WmOiT1Lq |
| 2021-10-20 | Predicting bond defaults using only public data (e.g.macro economic) and transformer-based natural language processing models to generate embeddings of the project descriptions published for each muni-bond. https://t.co/19wDLS4dkS https://t.co/lXRivkFGul |
| 2021-10-19 | @marked_man @TonyBaer And the waiting spot is too close to the track and adjacent to the beam. |
| 2021-10-19 | @marked_man @TonyBaer The bacteria and virus-infected phone, the lack of card or digital payment, the obscene cost of the call, who doesn’t have a cell phone anyway so why would we need a payphone and why shouldn’t the call be free because we are the product - it’s a missed opportunity to sell adds… |
| 2021-10-18 | Crobat - Crypto limit order book #lob analysisPython GitHub:https://t.co/Z068vTjm95Based on this Bitcoin analysis:https://t.co/4lehqWdD6tand the embedded Python codehttps://t.co/limFa8V8pM for implementing Order Flow Imbalance (OFI) and Trade Flow Imbalance to BTC-USD https://t.co/JFKat7qB6E |
| 2021-10-17 | Robust and deep Limit Order Book models examined in this paper by JPMorgan researchershttps://t.co/jlgJ8mDAbv #lob model paper https://t.co/d7iMFPQkYn |
| 2021-10-17 | Paper examines hidden #liquidity on exchanges: hidden or “iceberg†orders that allow traders to hide (at least) a fraction of their liquidity-supplying standing limit orders #metricshttps://t.co/CJ0j3iIWxv https://t.co/EaQFvDRqp2 |
| 2021-10-14 | Dynamic Mode Decomposition vs PCA for Time Series Prediction - article https://t.co/8FaEDyWzeMPyDMD GitHub:https://t.co/nh8iSUTNFF https://t.co/WUSB1PIia1 |
| 2021-10-14 | Microsoft + Nvidia have created a language model with triple the parameters of GPT-3:‘The Megatron-Turing Natural Language Generation model (MT-NLG) is more than triple the size of GPT-3 at 530 billion parameters.' https://t.co/dEV3OLAAtC |
| 2021-10-14 | Refactor or Rewrite? An often unpopular perspective… https://t.co/jGvyV7cRat |
| 2021-10-14 | The inevitable and valuable consequence of the quantified self? Augmented reality glasses that remember and recall…#privacyhttps://t.co/wHE0SapGrn |
| 2021-10-13 | Graphs and Multivariate Time-Series predictions: instance-wise graph-based framework to utilize the inter-dependencies of different variables Paper:https://t.co/0o4w0M9jMOPython GitHub:https://t.co/TnWIhefRlZ |
| 2021-10-13 | From Lipschitzness to Kernels to Hyperparameters and Embeddings: the new lexicon of machine learning terms and their definitions https://t.co/TLwBvUTda7 |
| 2021-10-11 | Generative Genomic NFTs https://t.co/yqIue0TVSC |
| 2021-10-10 | Metaverse market structure article updated… https://t.co/jX9KbPtVYc https://t.co/Idt6SlmApv |
| 2021-10-09 | #BDT Derivatives Model in R #rstats Nice - via @Rbloggers https://t.co/zxuzl4CMUK |
| 2021-10-09 | Supply Chains and MetaversesBut it’s all a transient flow, part of an endless situated circulation that computes our world into being every minute. The metaverse is already here, it just hasn’t been digitized yet.https://t.co/sdmLVXuz4C |
| 2021-10-08 | The Dysfunctional Supply Chain in our New Normal…https://t.co/WalFXlnxtE |
| 2021-10-07 | Housing price inflation dynamics via strategist Leonard Kieferhttps://t.co/p2RI7RvrkO |
| 2021-10-06 | Deep Learning on Tabular Data - paper surveys the current state of the sciencehttps://t.co/CQ5g8Wft3U https://t.co/cGp56uO0DZ |
| 2021-10-06 | WIRED on the Exponential Age‘IF THE PRIMARY cause of the exponential gap is our failure to predict the cadence of exponential change, the secondary cause is our consequent failure to adapt to it.’https://t.co/mDktK1tUFa https://t.co/BEvNbMLkcm |
| 2021-10-06 | Low code data analytics workflows based on Drag and Drop, DAGs and Pandas: https://t.co/Jr0A8WEz6K https://t.co/vhAGj2I95G https://t.co/Uyam7GK6Y5 |
| 2021-10-06 | Paper: Predicting one-day-ahead measures of liquidity in Vietnam stock market; AMIHUD measure on the basis of historical values of AMIHUD and SPRD, RESPRD, VOL and TO measures. https://t.co/pmDXgMSthc https://t.co/royynheMbS |
| 2021-10-06 | Web 3 Ecosystem Primer#Crypto #DeFi https://t.co/hliZ21DDX0 |
| 2021-10-06 | For those who are new to Python and need a free (and open-source) online coursehttps://t.co/m3wddl2yjT https://t.co/beNXZFQOAw |
| 2021-10-06 | HEX, DAGs and yes, the future of Jupyter notebooks may be reactivehttps://t.co/Cpm7aJvmep |
| 2021-10-06 | The Microstructure of Cointegrated Assets“fair prices, as a function of the observable state of multiple order books. We compute the microprices of two highly cointegrated assets, using Level-1 data”@Markov #Hawkes #LOB ModelPython GitHub:https://t.co/vCXdw87jsG https://t.co/OCZT5pe2QL |
| 2021-10-06 | #TCA Paper reimagines (market/price)-impact as a State-dependent Hawkes process on Limit Order Bookshttps://t.co/lZIGgzqwiK#lob #tca https://t.co/S0ysYWrqq1 |
| 2021-10-06 | This paper’s econometric model of stock returns uses financial ratios (dividend yield, earnings-to-price ratio, book-to-market ratio as well as consumption-wealth ratio) that are adjusted with an exponential transformation to reduce non-stationarity https://t.co/oKqVYEj9xV https://t.co/Nua6542PGE |
| 2021-10-05 | Good technical analysis of BGP Protocol / DNS and how it relates to the Facebook & Instagram Outagehttps://t.co/Wu7F89oSd5And the severity described here:https://t.co/AVrX2b30g3and here:https://t.co/czlIlSdKlK |
| 2021-10-05 | Corrected here:https://t.co/bbJYGVrq6UThank you! https://t.co/f174Z7gOfS |
| 2021-10-05 | Paper on Options Order Imbalance Commonality between individual call and put options and the market - paperhttps://t.co/FjdhXy7QY5 https://t.co/Fpp6AzJvU9 |
| 2021-10-04 | Ml AI Data #MAD Ecosystem and Deals via @mattturckArticle:https://t.co/1l8INLVjf2Company Ecosystem:https://t.co/AY0PzqQnDnAirtable spreadsheet company list:https://t.co/jbMHwrbcQd https://t.co/KhmHUN8DeT |
| 2021-10-04 | Liquidity in Crypto - paperhttps://t.co/e4sU6MLZNs |
| 2021-10-03 | New #ML #ebookPATTERNS, PREDICTIONS, AND ACTIONS: A story about machine learning https://t.co/d4zVQaxGQA |
| 2021-10-03 | Crypto Volatility: Paper on intra-week, intra-day, and intra-hour patterns in volatility and volume for two leading cryptocurrencies and for three exchanges. #DeFi #CeFihttps://t.co/Q9m61GoCOQ https://t.co/BaSggNJx2C |
| 2021-09-30 | ‘Detect ultimate controlling entities in global corporate networks. α-ICON uses company-participant links to identify super-holders who exert control in networks with millions of nodes.’R #rstats GitHub;https://t.co/1tJb1GUzRNPaper:https://t.co/d3u9gdyYxG https://t.co/tFqO3RpDJ6 |
| 2021-09-30 | Role of random strategies in financial systems from a micro-economic point of view. https://t.co/1JaJ2vDP45 |
| 2021-09-30 | NBER Papers Sankey charted with the Tidy R #rstats code here: https://t.co/jylGosEB8b https://t.co/N4zbMT4RjO |
| 2021-09-29 | Opacus, a PyTorch / Python library for differential privacy in deep learning with selectable PrivacyEnginesGitHub:https://t.co/VdZYHEWIDIPaper:https://t.co/RJHSC1GRsR https://t.co/4TZ2VqthAo |
| 2021-09-28 | Multi resolution deep neural net with wavelets for stock price prediction paperhttps://t.co/LrOioszX9l https://t.co/rvKPn64rLr |
| 2021-09-28 | Paper on global stock market correlation and volatility dynamics with embedded Stata codehttps://t.co/L9iv3CKccR https://t.co/VpeZUmhv8p |
| 2021-09-28 | Former Google CEO Eric Schmidt opines on the ascendancy of #misinformation https://t.co/gG4goh7Z9b |
| 2021-09-27 | Stationarized order flow imbalance: stationary-log-OFIs#LOB #OFI paperDalian Commodity Exchange / Coke Futureshttps://t.co/YERvdB7y1D https://t.co/E5WOZTcxjf |
| 2021-09-27 | #DataViz Taxonomies https://t.co/AFIM8roUXO |
| 2021-09-26 | Growth of open source projects/startups by GitHub use - list by @RunaCapitalhttps://t.co/YvFIPXlguj https://t.co/RpO2ZsoWJm |
| 2021-09-24 | Ok, this is a couple of years old, but the post has a still relevant discourse on formulaic models and parameterization for realized volatility estimation https://t.co/LlYywP1ixM |
| 2021-09-23 | Machine learning on streaming time-series - aka RiverPython GitHub:https://t.co/UJbTQxpHJLDocs:https://t.co/FYaQEhLQNI https://t.co/XZRGZuxrTx |
| 2021-09-23 | Trade Classification in Fast Stock Markets - inferring trade direction #lob (several algorithms implemented including original Lee-Ready and new one from Simon Jurkatis)Python GitHub:https://t.co/eGN4CAYdga2019 Paper:https://t.co/ufdc5Kz5lg |
| 2021-09-23 | Paper on modeling differences between market-moving tweets and retweets seconds after the event before and after market hourshttps://t.co/XcBDzn5acr https://t.co/R4Yn2JyVid |
| 2021-09-23 | PyWATTS - an open-source Python-based non-sequential workflow automation tool for the analysis of time-seriesPython GitHub:https://t.co/uVfpLPM8ZrPaper:https://t.co/2ky6V5u1hZ |
| 2021-09-22 | AutoFeat for automated feature generation / engineeringExample Jupyter Notebook: https://t.co/aVwyohD9GHPython GitHub:https://t.co/tsYWPHcHjQ |
| 2021-09-22 | AutoTensorFlow AutoMLhttps://t.co/bRivytoXbj |
| 2021-09-22 | Multiple AutoML libraries demonstrated in a single Jupyter notebook tutorial: AutoGluon, AutoKeras, AutoPyTorch, AutoSklearn, EvalML, H2O, FLAML, PyCaret and several othershttps://t.co/rk2qWzXm4T#tabular #timeseries |
| 2021-09-21 | Salesforce ~17 hours ago releases Merlion for time-series AutoML forecasting and anomaly classification Python GitHub: https://t.co/xRRmDtP6CtPaper: https://t.co/opRaGG7pux https://t.co/vNh2jFJxQM |
| 2021-09-20 | “In a mostly remote world, a strong manager is someone who gets the best out of the people they’re managing, and sees the forest from the trees—directing workers in a way that’s informed by both experience and respect."theAtlantic on Remote Management https://t.co/Z6Xf8VCtKA |
| 2021-09-20 | #DataViz inspired from particle physics for representing CME Limit Order Book #LOB informationhttps://t.co/fXOxBi8tTc https://t.co/j3Egizecfm |
| 2021-09-20 | BCG on The Future of Work (pic is an idealized topology of the new office environment) https://t.co/BrjCR3CkL8 https://t.co/0x4uRkjuPg |
| 2021-09-19 | Solve {O, P}DEs using PyTorchhttps://t.co/2CBhMxEzLg |
| 2021-09-19 | Neural hash functions and applications in Machine Learning articlehttps://t.co/TuznaZiSW8 https://t.co/z3KebUdxCn |
| 2021-09-19 | AutoML for Graphs - AutoGL is PyTorch basedWeb site:https://t.co/Rp6Bth0mU6Python GitHub:https://t.co/h87DkZUileDocs:https://t.co/uxDJurjRuw https://t.co/UnfAJu2CVb |
| 2021-09-16 | Patterns and Anti-Patterns as Indexation eclipses active investing and thinkinghttps://t.co/5kRmxCl3Mj https://t.co/Bgz6NRsgf7 |
| 2021-09-16 | Paper:“Learning Equilibria in Symmetric Auction Games using Artificial Neural Networks”, published in Nature Machine Intelligencehttps://t.co/Cy0WOE0r7ePython GitHub:https://t.co/KuQ4fyJkxU |
| 2021-09-16 | European Startup Pay in Cash & Stock Options jump 60% year-on-year for techie talent - embedded comp calculatorhttps://t.co/mt2F0Rwyfd |
| 2021-09-16 | @MrFuntactic …Or the birth of new markets… https://t.co/EnSzJiIMnZ |
| 2021-09-16 | ETNA is an easy-to-use time series forecasting framework. It includes preprocessing, feature generation, and predictive models with unified interfacePython GitHub:https://t.co/v9UFU19vs8#SOTA https://t.co/wtfZyvFJsB |
| 2021-09-16 | LibKGE is a PyTorch-based library for efficient training, evaluation, and hyperparameter optimization of knowledge graph embeddings (KGE).https://t.co/nTGCN8fufFPaper:https://t.co/S2Cz3Ak0a8 |
| 2021-09-16 | Visual Python Scripting | Ryven https://t.co/TYlItis9Qf |
| 2021-09-16 | Jump Trading announces the build out of its Crypto trading business and related software engineering with Solana, Wormhole and Serum“it’s likely to grow significantly in myriad and unpredictable ways over a sufficiently long time horizon.â€https://t.co/kCER7qW3DW |
| 2021-09-15 | This Data vs Dispatch blog focuses on #DataViz https://t.co/51FreXVqLr |
| 2021-09-14 | Kedro data science pipelines in Pythonhttps://t.co/ZrVxuE9Owe https://t.co/z7EihAPJsR |
| 2021-09-13 | There is so much you can do inside Colab including using pyngrok to run a JupyterLab instance with three lines of code:!pip install colabcodefrom colabcode import ColabCodeColabCode(port=10000, password=“your password”) https://t.co/t23e4J5v2D |
| 2021-09-13 | Physics-based Deep Learning #eBook https://t.co/NlhnibdKmQ https://t.co/pbSS31F2Wo |
| 2021-09-12 | FT opines on the Crypto Herd and a very negative outlook https://t.co/02mjSuPXzK |
| 2021-09-12 | Using a feed forward deep neural network (DNN) to forecast one minute ahead depth of #lob limit order book volume of stocks in Tel Aviv https://t.co/8Y15LrkfYd#lob #liquidity paper https://t.co/fJS68gL3tW |
| 2021-09-12 | Time Aware LSTM (T-LSTM) is designed at the architecture level to handle irregular elapsed times which is the case with financial markets.Python GitHub:https://t.co/HS5ahKi9II |
| 2021-09-12 | Text-graph enhanced #KG Knowledge Graph representation learning model Teger. This paper models the text corpus with a heterogeneous entity-word graph.https://t.co/83MUy6LKfaPytorch #KG https://t.co/imxT7gfViUDGL-KE #KG https://t.co/BzlHs9oyy2 https://t.co/cLmSszyy5h |
| 2021-09-12 | Time Series operations, date handling, manipulation - Python https://t.co/Z6hAEYKeEs |
| 2021-09-12 | Pytorch for Time-series prediction = TorchTShttps://t.co/MQKFvxGhHs |
| 2021-09-12 | TSFlex is a Python Library for flexible time series processing & feature extraction, making few assumptions about input data and maintains datetime indexhttps://t.co/bQG3vAfuFr https://t.co/9OKjjQyBfU |
| 2021-09-10 | Vertical FinTech Subsector adoption… https://t.co/NjybZwfKkF https://t.co/tmW4MS0uQG |
| 2021-09-10 | “McKinsey Global Institute says that companies are 23 times more likely to get new customers, six times more likely to retain existing customers, and 19 times more likely to be profitable when they use insights derived from data and analytics."https://t.co/FKxafliUtc |
| 2021-09-07 | Bitcoin fragmentation, cross-impact an market impact dynamics analyzed in this paper - trade and order imbalance model featureshttps://t.co/FU3LzAU4Cu#TCA https://t.co/A6C3WyJjd3 |
| 2021-09-07 | BTC Bitcoin #LOB Limit Order Book Modeling - Glosten GMM - paperhttps://t.co/oXAZwtsOmq https://t.co/i4msogIyjv |
| 2021-09-07 | Legal dynamics of Web scraping and close adjacencies: browsewrap, clickwrap, GDPRhttps://t.co/JbZ4oFUkZt |
| 2021-09-07 | Deterministic, Independent- of-Corpus Embeddings (referred to as DICE) for numbers, such that their cosine similarity reflects the actual distance on the number line. #KG numerical / quantitative knowledge embedding Paper:https://t.co/V4WRykl2Ow https://t.co/16lDrUcMD6 |
| 2021-09-07 | Knowledge Graphs #KG with numeric / quantitative embeddings - paperhttps://t.co/4TAw7xq5SWAmpliGraph GitHub:https://t.co/sBdGBTxzM0Background slides / video on #KG https://t.co/te7vrCvpwX https://t.co/IwHFdXip1c |
| 2021-09-07 | Paper presents current state of the art research in knowledge embedding - from the simple to fusing complex relationshipshttps://t.co/SgC7OZBbgK#KG https://t.co/MkSyt7UBHk |
| 2021-09-07 | KEPLER for Knowledge Embeddinghttps://t.co/f6xDh4H1KUGitHub:https://t.co/44QUf139k0WikiData5mhttps://t.co/uJdis8xmSK#KG https://t.co/cTrAVF1Afi |
| 2021-09-07 | GPT-JGPT-J is a 6 billion parameter model released by a group called Eleuther AI to democratize huge language models for #NLP & #NLGhttps://t.co/vCLn1ndpgaGoogle Colab / Python:https://t.co/WjtYw9RhnM |
| 2021-09-07 | Price infomativeness in ETFs - paperhttps://t.co/UATqXuoD4y |
| 2021-09-04 | Paper on predicting VIX using adaptive machine learning and a wide swath of economic time-serieshttps://t.co/s2TusZP962 https://t.co/WYYNmbpQCN |
| 2021-09-04 | BAMT - Bayesian Analytical and Modelling Toolkit.https://t.co/7yA6lserZb#SyntheticData https://t.co/dVhLHeje31 |
| 2021-09-03 | FINQA, with Question-Answering pairs over Financial reports with numerical reasoning Paper:https://t.co/GtUGGOQhYY |
| 2021-09-03 | Primer on Graph Neural Networkshttps://t.co/qYkX3fQFao https://t.co/xQRqXFUBSH |
| 2021-09-02 | Pwc on remote work dynamics survey https://t.co/L8Q1r4emaE |
| 2021-09-02 | Ambient Banking and Embedded Finance… https://t.co/ZXNXMie5qR |
| 2021-09-01 | Market impact of stocks trading on the Shenzhen exchange - #TCA PaperPaper:https://t.co/6mpI9ZRv3Dλ(b), μ(b), and θ(b) and order execution and flow imbalance https://t.co/CSIXqIbMIx |
| 2021-09-01 | Volatility of Crypto spreads and other liquidity measures - paper#BTC #ETH https://t.co/njK02qL75B https://t.co/A4OWICOo5R |
| 2021-09-01 | Pipelines are important in data science across finance and other commercial endeavors and Jupyter notebooks makes it harder with hidden state.==> Ploomber to the rescue Blog Post: https://t.co/lZejtek2dDGitHub:https://t.co/rhJeWxQYGz https://t.co/9Y2kadrSfU |
| 2021-09-01 | Stock Bid-Ask spread based estimators, bias and liquidity inferences - paperhttps://t.co/flymgdN3Oo |
| 2021-08-30 | Impulse response to #Liquidity metrics - tightness, depth, breadth and immediacy - for stocks in India - paperhttps://t.co/n6A2iHslBG https://t.co/FzhLq7K5Fk |
| 2021-08-30 | News and information transfer to stock markets using Twitter content, Scipy, multiprocessing libraries, & SESTM / transfer entropy models #NLP Paper:https://t.co/ZIKiwqKfmgJupyter / Python GitHub:https://t.co/PmFyS1PSpy https://t.co/hYRb6HpuLF |
| 2021-08-30 | BLS economic data and modeling in R #rstatshttps://t.co/s5znRlf2SH https://t.co/JJSsuLVgPe |
| 2021-08-30 | Pairs trading - modeling structural break-aware pairs trading strategy (SAPT), by leveraging machine learning techniques - paperhttps://t.co/2RjcU7EfAM https://t.co/opi0ItImPS |
| 2021-08-30 | Entropy and Stock Market Depth - #Liquidity paperhttps://t.co/hcV8rt8GrQ https://t.co/MSLxtsjYCG |
| 2021-08-30 | Deeper limit order book using Feed Forward Deep Neural Network (DNN) - paper (alas, uses old 2012-2018 stock data set)https://t.co/nkXbjTHA75 |
| 2021-08-30 | Facebook paper on new Neural Database architecture - enables machines to search efficiently through unstructured text for facts Blog post:https://t.co/gTsU4dB22PPaper:https://t.co/l8pTDqiAxbPython GitHub:https://t.co/fUoWNOCDGt https://t.co/BsjhXWQOF7 |
| 2021-08-30 | DeFi Adoption Index… https://t.co/wyP3USbLoU https://t.co/DUqJFW9H8J |
| 2021-08-30 | Startup from the prism of under-resourced disruptive potentialhttps://t.co/QNIDATn5H2 |
| 2021-08-29 | Latent Liquidity (and intraday volatility) - paper embedded in 2020 Journal of Portfolio Management https://t.co/uoQCl0KWcd https://t.co/y8sXN2Yslv |
| 2021-08-29 | Paper on #Crypto #Liquidity measures including high frequency https://t.co/X5NQQGtacF https://t.co/vIJioyMb0X |
| 2021-08-29 | Paper on market structure and key attributes of DEX and Swap crypto trading and automated market making https://t.co/Ucg79egy0M https://t.co/7OWcLZfKG5 |
| 2021-08-29 | CeFi vs DeFi architecture, attributes and synergies Paper:https://t.co/167Xi7V4i5 https://t.co/8730VfS4rz |
| 2021-08-28 | Paper on visual misinformation and disinformation: videos, memes https://t.co/qYt2Ph7BpW |
| 2021-08-28 | Time Series prediction using PyTorch https://t.co/m3PIjE1ppx#automl https://t.co/EeVHdsMoUz |
| 2021-08-28 | Paper - #DLT and the evolution of Securities Markets | Columbia Business Law Reviewhttps://t.co/vFoslyHTH5#DeFi |
| 2021-08-28 | HyperGBM is a Python library for full-pipeline AutoML: end-2-end data cleaning, preprocessing, feature generation and selection, model selection and hyperparameter optimization.#automl for tabular datahttps://t.co/aG4EP0Kg5k https://t.co/T2xO4W95rH |
| 2021-08-28 | Embedded Pythonic time-series database - tstorage https://t.co/AxGgN20Tlb |
| 2021-08-28 | Syft + Grid provides security & privacy in Python deep learning.Syft decouples private data from model training, using Federated Learning, Differential Privacy, and Encrypted Computation with TensorFlow & PyTorchhttps://t.co/yPH9OcZUCr https://t.co/Q5bpPMy4Ya |
| 2021-08-27 | Spinning out firms with a different lazer focus and DNA has never been easier to do https://t.co/kJrT0axnVb |
| 2021-08-27 | Customized maps in Pythonhttps://t.co/nUmgl2voOb https://t.co/3rcgzT2IgV |
| 2021-08-24 | Continuous Futures - python code:https://t.co/7QzzUkJWIQhttps://t.co/qcRYt00MFfMetadata for contracts and simple but common rule-based methods:https://t.co/WnG50poeSzBackground:https://t.co/uPbZtOK12c |
| 2021-08-24 | Venture Capital investments - human experts vs boosted decision trees (w/o clear base) - paper https://t.co/uM8HIZL2OqSame authors use graph embedding and digital traces:Predicting future fundinghttps://t.co/6vM8ojR7WUPredicting startup survivalhttps://t.co/UdAd4FlEXj https://t.co/NIIAh5ga9N |
| 2021-08-24 | Linear Model Trees combine the learning ability of Decision Tree with the predictive and explicative power of Linear Models. https://t.co/Bruo9Vdren https://t.co/ZAaI72A4ET |
| 2021-08-23 | Crisis detection / classification using Gradient Boosting Decision Trees:https://t.co/gDMh96Pjb8 https://t.co/GncACeyjHL |
| 2021-08-22 | DeltaPy - Python based time-series augmentationPaper:https://t.co/Q0OSdJaUVnGitHub:https://t.co/oWtk8UOdPi https://t.co/8DDBZ4cjbL |
| 2021-08-22 | Time-Series Augmentation methods comparedPLOS Paper:https://t.co/lkGspZGjJlPython GitHub:https://t.co/toUxTUr6ZX and methods: https://t.co/8Qjm9VC2D4 https://t.co/sVrCXswOMk |
| 2021-08-21 | Structural acceleration rather than seasonal flight to remote work for coders and other techieshttps://t.co/XraKV542ix https://t.co/subu1ZSPDj |
| 2021-08-20 | New compendium of machine learning #ebook by @cohenori Article:https://t.co/jBnYK9wNLA#eBook as Google Dochttps://t.co/Id72GjmNuzGitHub markup version of ebook:https://t.co/UaeyErbb6z |
| 2021-08-20 | Causality and Time Series - beyond Granger causality to identify only the true causes of a target time series, given some graph constraints using directed acyclic graphs (DAGs)#ICML Paper#icml2021_readingBlog Post:https://t.co/9GvazvTnJAPaper:https://t.co/Y6lgYwK7ML https://t.co/nsCN8SPi0h |
| 2021-08-20 | Multi-Horizon Limit Order Book Modeling by Oxford-Man Quants using Intelligent Processing Units, GPUs with a public FI-2010 dataset.#Graphcore #Attention #LOB Paper:https://t.co/tIw3RcerQhBlog and video:https://t.co/5hTirHHWp8Python GitHub:https://t.co/m4iyj3maOX https://t.co/xKWqx9RCXV |
| 2021-08-19 | A dark perspective on ESG and Capitalismhttps://t.co/sZrkoIyyXV |
| 2021-08-19 | If you love Basketball Analytics, please review this substack by by @owenlhjphillips https://t.co/adSfRtbSbr |
| 2021-08-19 | Expected Future Flow Shortfall (EFFS) as an alternative to traditional market impact - #TCA paper by Campbell Harvey and others…https://t.co/RfGcnfb0vz https://t.co/EMSvpro5cF |
| 2021-08-17 | CNN and RNN Neural Nets for Time Serieshttps://t.co/4YjIbNhlPB |
| 2021-08-17 | Intrigued with the emergence of @bluesky - but the potential is much greater than cryptographic messages or DAO https://t.co/OIP8tW1RCr Rather, the potential is for a new ecosystem with multi-verse and real-world crossovers governed by multiple ESG ideals. |
| 2021-08-17 | Cryptos compared to traditional asset classes: paper concludes: most of the variation among cryptocurrencies and classical assets can be explained by three factors: the tail factor, the memory factor and the moment factor.https://t.co/iBZ6A6emDH https://t.co/iqtZNw9gh9 |
| 2021-08-17 | Glostens structural model applied to Bitcoin - trade informativeness and #lob liquidity - paperhttps://t.co/9tEkDRzDkM https://t.co/XZ3c3GbfQx |
| 2021-08-15 | Predicting startup success by automating venture capital success factors as featuresPaper:https://t.co/GrZcZDs5MgGitHub:https://t.co/261Rus6YH7Article on Gartner prediction that most VCs will be using #ML to make predictions soon:https://t.co/iUeCFVKAYB https://t.co/UippqMcPFT |
| 2021-08-15 | Paper compares Python time-series library capabilitieshttps://t.co/1Wv3Myr9vA https://t.co/qK9ttYnPH3 |
| 2021-08-13 | JP Morgan - institutional perspectives on Cryptos https://t.co/weRPkdD2mD |
| 2021-08-13 | Interactive Linear Algebra #eBookhttps://t.co/SHgQSA4XfJ https://t.co/Nu7OEugvQ0 |
| 2021-08-13 | The startup AI21 Labs trains a massive language model supporting multi-words / n-grams - Jurassic-1 Jumbo — contains 178 billion parameters, or 3 billion more than OpenSIs GPT-3 (but less than than PanGu-Alpha, HyperCLOVA, and Wu Dao 2.0).#NLP https://t.co/3MI59GEiu9 |
| 2021-08-13 | TruLens - a Pytorch & Keras TensorFlow compatible unification of machine learning libraries with explainabilityPaper:https://t.co/E4ksdKpj5JLibrary / web site:https://t.co/rVh4GfDOgaGitHub:https://t.co/0IJGms8HwVExample Jupyter Notebook:https://t.co/4qnrQIDNC5 https://t.co/r86BBigRa4 |
| 2021-08-13 | Bayesian Additive Regression Trees (BART) paper infers most factors in stock factor models are trash in this nonparametric framework that captures non-linear effects. https://t.co/v1MIIifVaq |
| 2021-08-12 | LSTM and Limit Order Book features for trading stocks - #LOB #ML paperhttps://t.co/iz2ntLrerX https://t.co/ilfsMGVhar |
| 2021-08-12 | Stochastic Time-series Generative Adversarial Network, a hybridization of the modular financial textual network and a financial numerical network.https://t.co/V4CxRjJhDq#NLP #GAN |
| 2021-08-12 | Paper provides overview of multiple approaches to sentiment analysis of stocks with embedded Python code using the ntlk library https://t.co/9IFQzvVlnC |
| 2021-08-10 | Bank investments in Crypto and Blockchain Companies…https://t.co/ZuV3aapFjAhttps://t.co/foWghkxPeh https://t.co/4dZ6rgJkEx |
| 2021-08-10 | New BIS Report:Quantifying High Frequency Trading Arms Racehttps://t.co/Bbg5teSjUJ #hft https://t.co/bfZ3vIUtxy |
| 2021-08-10 | On Natural Language Understanding (NLU) / Machine Comprehensionhttps://t.co/b3pczLvJxQ https://t.co/FVA4Txoth7 |
| 2021-08-09 | Snorkel #Airdrop, startup has reached Unicorn status >#1Bn valuation with their advances in data labeling https://t.co/MbGk4SgTYi |
| 2021-08-09 | Sovereign Bond #Liquidity Effects and Spillovers - paperhttps://t.co/mDhx35wLok https://t.co/6FIfgV4Sil |
| 2021-08-08 | Collection of Python #ebookshttps://t.co/c0o1wLa5L5 https://t.co/r71BP1pJ6C |
| 2021-08-08 | Liquidity estimators for cryptocurrencies - compared and contrasted: amihud, roll, percent effective spread and many more - paperhttps://t.co/X5NQQGtacF#crypto #liquidity https://t.co/LQM2bYjnon |
| 2021-08-08 | Interday Bitcoin Dynamics including abnormal return spikes - paperhttps://t.co/Y0T1Nb8qgS https://t.co/4N6orCKZ49 |
| 2021-08-08 | Intraday Bitcoin Dynamics - Paperhttps://t.co/dcYBcsURVJ https://t.co/S2p8cFmaAW |
| 2021-08-08 | Negative Selection in Algorithmic Trading - paperhttps://t.co/sDyQEIQC6L https://t.co/QxID7EPERZ |
| 2021-08-08 | Protecting Terrorist Attacks - Paper https://t.co/I9eolIeeXW https://t.co/2rGB64diWW |
| 2021-08-08 | Named Entity Recognition using BERT and RoBERTa pre-trained language models - paperhttps://t.co/pF9KYeEPeC#nlp |
| 2021-08-08 | Stock predictions using XGboost, fundamental, technical, and sentiment features - SHAP(For descriptions and methodology, not for predictive value)Paper:https://t.co/CCWdYXLoVc |
| 2021-08-08 | Photonic Quantum Computing, Entanglement and … Aliens - paperhttps://t.co/uDW1DehqUW https://t.co/ApUYr6EyNZ |
| 2021-08-08 | Reinforcement Learning and Algorithmic Trading - Dissertation https://t.co/BDpKPn24BY https://t.co/ezC2846xaL |
| 2021-08-05 | Transformers with Self Attention - a Primerhttps://t.co/EEeYEvzZXD https://t.co/07GRbh6YPm |
| 2021-08-05 | Crypto Coherence (Wavelets) and other analysis to determine hedge effectiveness against cross-asset risk spillovers and Covid spikeshttps://t.co/kfcu5sydrj https://t.co/ROvIpKcZyQ |
| 2021-08-04 | ‘No Code’ hits mainstreamhttps://t.co/eqor2nOJSO |
| 2021-08-03 | Reproducibility for analytical papers would be much easier if code and data sets were available as a general case. https://t.co/4BFnPlkPnk |
| 2021-08-02 | Time Crystals are seemingly all the rage these days…https://t.co/gSeS5tSC0g https://t.co/H3BadnM0lX |
| 2021-08-02 | @superbvibe @zerohedge Ahh, you were right.https://t.co/LhFUhoOmo8Many ways of displaying the comparison, in this case FRED allows for indexing the market and the fed to 100 at the recession start…Feel free to make your own transformations or graph them natively. https://t.co/P1iC3n2FD0 |
| 2021-08-01 | And this Dystopian Metaverse Perspective: “The metaverse was born in Neal Stephenson’s 1992 Snow Crash, where it serves as entertainment and an economic underbelly to a poor, desperate nation that is literally governed by corporate franchises."https://t.co/yYLs9iG2WJ |
| 2021-08-01 | @zerohedge Lol, I’m sure some of the more robust multivariate ML models have that baked-in too. https://t.co/VYLS3W3iAT |
| 2021-08-01 | Ethereum $ETH volatility explored in this paper using multiple time series and econometric techniques:https://t.co/rMFFD3CEhm https://t.co/04IOZnmWtv |
| 2021-08-01 | Using limit order book dynamics combined with word embedding of financial news to forecast stock volatilityML-NLP modelPaper:https://t.co/hjxWO3hsXr https://t.co/DpUSxEWIjL |
| 2021-08-01 | Factor modeling in portfolio optimization paper by BNP quants - a cross-sectional risk model using the stock return betas and a small number of style factors and macro-sectors indicator functions as explanatory variables in a cross-sectional regression.https://t.co/4IVronxhY4 https://t.co/OYjf8J3Cor |
| 2021-08-01 | Facebook $FB is a Metaverse Company - but what does that mean?https://t.co/82PK3qYtwu |
| 2021-08-01 | Blenderbot - Facebook $FB blends into the Metaverse with a chatbot that can search the Web, be articulate with an ability to summarize and recall previous conversations outperform the standard encoder-decoder architectures. https://t.co/8tZNgb4eYJPaper:https://t.co/N6D2e6GXQG https://t.co/ToBIqIvpZO |
| 2021-08-01 | A16Z on new Cloud Economics and the imperative to optimize to improve margins https://t.co/RaBiukmhsg |
| 2021-08-01 | Chasing a rabbit down a hole to illuminate the essence of Bitcoin…https://t.co/RyEoa4i062 |
| 2021-07-31 | Modeling #lob limit order book dynamics - in particular, order execution imbalance (OEI) impact on price movements and order book evolution on stocks in Shenzhen - paperhttps://t.co/Am6u1ClSeP |
| 2021-07-31 | Pykg2vec is a Python library for learning the representations of the entities and relations in knowledge graphs and includes 25 state-of-the-art knowledge graph embedding algorithms.Paper:https://t.co/xWi0z3jToqPython GitHub:https://t.co/lJNpA58h8K https://t.co/lKrtUb333E |
| 2021-07-31 | FinBERT - pre-trained language model for financial communication Paper:https://t.co/A2BaZebUrXPython GitHub:https://t.co/4vvZHfThdwJupyter notebook example:https://t.co/8SFdwUwEBM https://t.co/UpJ0r2y6cn |
| 2021-07-31 | Jupyter extension Text2Code converts english queries into Python code.https://t.co/Hn7kvokLrr https://t.co/PBG0NXIVoV |
| 2021-07-30 | Aurum report on 2021 hedge fund strategy performancehttps://t.co/rc1fHg7y61 https://t.co/veYrg0GbQd |
| 2021-07-30 | Ampligraph for Knowledge Graph Embeddings and #KG predictionPython GitHub: https://t.co/sBdGBTxzM0 https://t.co/I1Rn4izLqm |
| 2021-07-30 | And the ability to host, fun and view these Gradio models is provided by https://t.co/VFoVlUgloX |
| 2021-07-30 | Ode to Gradio - integrated multi-model, multi-domain #ML model training, containerization and Deployment with UI Paper: https://t.co/Ilhl8NytauPython GitHub: https://t.co/yBxHlg6zFxPython Examples: https://t.co/0D2MGHf98T https://t.co/xoryORMFxQ |
| 2021-07-30 | And the org site for Storywrangling powered by the Twitter deckhouse feed (10 percent of all Tweets) and UVM Supercomputer to do the n-gram analysis Online site:https://t.co/D5nD4xTUe4Real-time view:https://t.co/Ho0ljepWQ4 |
| 2021-07-30 | Storywrangler is the first visualization tool to look at multi-word phrases. Powered by UVM’s supercomputer, the Twitter analysis tool analyzes the rise and fall of n-grams: stories, words & ideas each day.Paper:https://t.co/FnbDztiZg8Python GitHub:https://t.co/ThTiiNHvtv https://t.co/OmI7GeR9u3 |
| 2021-07-30 | Google utilized its building detection model from satellite imagery to create an Open Buildings dataset, containing locations / dimensions of 516 million buildings in Africa #AltDataDataset: https://t.co/h9P4WSmAsePaper: https://t.co/3LJi2iV8e8Source: https://t.co/K3Qlr9yPxO |
| 2021-07-30 | Facebook open sources on GitHub, Driodlet - a Facebook research project: a modular Python-based embodied agent architecture and platform for building embodied agents with grounded dialogue, interactive learning and human-computer interfaces. https://t.co/mTuV24QXNk |
| 2021-07-30 | A point process model for order flows in limit order books is proposed, in which the conditional intensity is the product of a Hawkes component and a state-dependent factor. - in jtrading. https://t.co/MIUS5pQYDT https://t.co/mdcr9b4fCv |
| 2021-07-29 | Ode to Data Meshhttps://t.co/Mmn32DyPTt https://t.co/YJuaXY8KIT |
| 2021-07-27 | Saber Labs, the development team behind Saber — a Solana-based cross-chain exchange for swapping stablecoins and wrapped tokens — has raised $7.7 million in a seed funding round.https://t.co/uWHWOwh2ww |
| 2021-07-27 | Aave looks at creating Ethereum-based Twitter to harvest the kinetic energy in social media interactions #DeFi https://t.co/5ohbS0KY5l |
| 2021-07-27 | FinTech disruption profiled by @McKinsey https://t.co/3BKBPnCtNb https://t.co/Y09arPY1uT |
| 2021-07-27 | FX Pairs Trading -co-integrated next day LSTM based predictions Python GitHub: https://t.co/nV2dD06GWV |
| 2021-07-27 | Reverse engineering information implicit in charts using machine learning (GMM) deep-divehttps://t.co/70nhdw0oCD https://t.co/IWUg4s8Vvh |
| 2021-07-27 | Another deep-dive blog and python EDA code on the collective wisdom of expert forecasts (of bank stocks) using ensemble machine learning with two models(Dawid-Skene and Platt-Burges)https://t.co/ZCphs7rvtD https://t.co/88Dyx1adUv |
| 2021-07-27 | Petrochemical impact on forex rates - a well described quantitative deep dive exploration with Python scriptshttps://t.co/zhyhsM0YTE https://t.co/JvMZmABNzV |
| 2021-07-27 | Tutorial on Knowledge Graphs, applied to news querying #neo4j https://t.co/kQf1tfZQ8J |
| 2021-07-27 | A new system of rumor (vs factoid) detection and knowledge graph evidence based validation of the rumorPaper:https://t.co/sGekKnOXSlGitHub (Code not yet released):https://t.co/0FONXhYj1x https://t.co/oNrTwdoxrR |
| 2021-07-27 | 2/2 Another recent paper on Conversational Question AnsweringPaper:https://t.co/CWjmyFvYw4Python, TensorFlow GitHub:https://t.co/D6ZI56h6Nq https://t.co/Lnl488toWH |
| 2021-07-27 | 1/2 Conversational Question Answering lives at the intersection of microservices, NLP, machine comprehension, and knowledge graphsPaper:https://t.co/7r5Ekar3JZGitHub:https://t.co/gheBP7Zzv3 https://t.co/X4Rqm88ksN |
| 2021-07-27 | If in the future, every firm is a FinTech firm and peddling in the #Metaverse, then this article on how $FB is metamorphosing is a really good read today. https://t.co/vPbt9m6RJ5 https://t.co/6hIs69lBag |
| 2021-07-27 | PoW, PoS, ESG in #DeFi https://t.co/BiEIkHP3Xv |
| 2021-07-27 | Goldman #DeFi ETF Application https://t.co/1AkutGGqmr |
| 2021-07-27 | Goldman vs Solactive ETF constituents#defihttps://t.co/AtccWBAo0E |
| 2021-07-26 | Compose is a machine learning tool for automated prediction engineeringGitHub: https://t.co/Zj7eOH1pIXBlog Post:https://t.co/Cg4mk7J20E#evalml #featuretools #composeml #ml https://t.co/RiLu9hT1Ih |
| 2021-07-26 | Deep Mind’s Perceiver model tries to decouple the architecture of the network from the data it processes to process signals simultaneously (not just sequenced priors)#ml neural net inspired from biological netsArticle:https://t.co/8U6PaeLCaBPaper:https://t.co/6yrtsE2jDG https://t.co/5OoCBelGy6 |
| 2021-07-26 | Bayesian stock price prediction - paperhttps://t.co/RO7htvn1gP https://t.co/xqmKI1ZOQC |
| 2021-07-25 | Time zones: 99% of the non-polar regions for timezones and countries, as well as 98% for (first level) country subdivisionsQGIS Python:https://t.co/dgv1Mbba2KBlog Post:https://t.co/fjFPIlekhIISO 3166 Polygonshttps://t.co/SAXO7cy3MZ https://t.co/R4kik31caq |
| 2021-07-24 | Apple’s Trinity - no code #automl based on TensorFlow framework and useful for spatio-temporal and complex feature engineering.Paper:https://t.co/ZeScuZ1JHsBackground:https://t.co/Z3fzTHNgE6Article:https://t.co/mJkp0FqzDD |
| 2021-07-24 | Bitcoin volatility dynamics as spillovers across crypto exchanges https://t.co/RmvDoZr6Rk$BTC #Binance #Coinbase https://t.co/bIshJGe1rd |
| 2021-07-24 | Bitcoin and other liquid Crypto volatility dynamics - xGARCH models - paperhttps://t.co/fReoODEvN4 |
| 2021-07-24 | Corporate Bonds #TCA Paperhttps://t.co/CmRVPx7gKZ https://t.co/WcCIfTvwh5 |
| 2021-07-24 | German Bonds - liquidity measureshttps://t.co/qfSazMcYxW https://t.co/UHZiaqoFgI |
| 2021-07-24 | Asymmetric liquidity in corporate bonds - paper, liquidity measures commonality, principal components and empirical inferenceshttps://t.co/29RQY2nGj0 https://t.co/2ETxZrZ2QC |
| 2021-07-24 | Paper on Bond ETF Arbitrage (along with the impact of leverage on arbitrage dynamics and liquidity)https://t.co/XOUH5dUHbv https://t.co/bulk69Gp4b |
| 2021-07-24 | Clustering structure of market microstructure measures collected at 10 second intervals - spread, volatility and other metrics - dendrogram #dataviz paperhttps://t.co/bpRMCZXW0z https://t.co/0yu4NapuJC |
| 2021-07-24 | @ltabb Yes Larry, very limited retrospective of 2019 HFT exploration of CAD/US cross-currency stock arbitrage - inherently not risk-less, and not profitable unless on bigger scale with other low-information flows or synergies helping aggregate economics. |
| 2021-07-22 | Dynamics in high-frequency arbitrage - paperhttps://t.co/NNLcCppF9M https://t.co/Yh2wbCzTc0 |
| 2021-07-22 | NLP on 10Ks for Stock Alpha Signal generation“Alpha factors… do not display monotonicity in quantiles of factor returns. The sentiment word litigous achieved the highest Sharpe ratio at 2.23."Python GitHub:https://t.co/2ummWsgbnW |
| 2021-07-22 | Automating data flow and ML pipelines using Perfect as an alternative to Luigi or AirflowPython GitHub: https://t.co/iOWewZUrFchttps://t.co/f5nAx5TzSx |
| 2021-07-22 | Wired on #DeFi https://t.co/AOiwiOf9kV |
| 2021-07-22 | A very high-performance, Pythonic language for bioinformatics / genomic research (written in c++)https://t.co/88920fcrlv |
| 2021-07-22 | Satellite imagery is currently growing at 80 Terabytes per day. Paper shows a cost-efficient approach to combining satellite imagery with machine learning (SIML) with transforms of each satellite image into a vector of variables - no image storage neededhttps://t.co/0LI24ATjQA |
| 2021-07-22 | @lightspringfox Good thread on Crypto exchange derivative stylized facts and market maker dynamics |
| 2021-07-21 | WikiGraphs- knowledge graphs of Wikipedia entriesPdf:https://t.co/H341KhaRssGitHub:https://t.co/1nGoiFqift https://t.co/cCSULAfExQ |
| 2021-07-21 | Paper on prediction of bond liquidityIncludes trade size-adjusted liquidity measure https://t.co/Pxmr4jQ7Pt https://t.co/P5G44HVHbr |
| 2021-07-21 | Twitter features for stock prediction and embedded Python code - paperhttps://t.co/xSoeWrH0u0 https://t.co/dcOogafYx2 |
| 2021-07-21 | DeFi Risks - Paper explores the various contours of risk - e.g.:- protocols- validator cartels- leverage- smart-contract bugshttps://t.co/v7GZbvbjvN https://t.co/b9fPXfoBPW |
| 2021-07-21 | Bitcoin $BTC as a portfolio diversifier analyzed in this paper under several portfolio optimization scenarios https://t.co/wXSO55AATR https://t.co/bjR2xEZvMk |
| 2021-07-20 | Gradio is a new tool to build quick user interfaces for ML pipelines https://t.co/yBxHlg6zFx https://t.co/hwUwo7XryH |
| 2021-07-20 | Not your fathers forecasting method: Time series forecasting competitions like M3 and M4 have spawned interest in temporal boosting methods, theta curves, bagging, and other extensions to classical univariate methods.Paper: https://t.co/Nv7522AAFY https://t.co/AY2j06DIiP |
| 2021-07-19 | Network analysis of ARK funds with Python codeArticle:https://t.co/95JUh2zZSg#DataVizhttps://t.co/93AoMg7TpBPython gist:https://t.co/ATWqp1YXWd https://t.co/ZmYpGyrXrC |
| 2021-07-19 | Twitter sentiment analysis on stocks - paper on basics with embedded Python / Keras code featuring Recurrent Neural Network (RNN) using Long Short Term Memory (LSTM) modelshttps://t.co/hTFLCBGmnV https://t.co/GJxqzOqBcI |
| 2021-07-18 | “a venture-backed seed-stage startup has an estimated 1 in 40 shot—or 2.5% chance—of becoming a unicorn today." https://t.co/sqHEPNKvkO https://t.co/jfWTdmMx3g |
| 2021-07-17 | Simple, for the un-initiated, a 3-feature LSTM and Random Forest model implementations for intraday and next day stock prediction (with transaction cost estimate) Paper:https://t.co/v4WGhswr50Python Github:https://t.co/rLc4Evasj7Keras, CuDNNLSTM, |
| 2021-07-17 | Implementation of the Recurrent Implicit Quantile Networks (RIQNs) for time-series prediction and anomaly detection (out of distribution)Paper:https://t.co/yTl3DFHGisPython Github:https://t.co/4RgOigvdQbSklearn, Gym, Pytorch |
| 2021-07-17 | Intraday Bitcoin Dynamics - price, returns, seasonality, volatility…https://t.co/wYqnWtd3eo$BTC https://t.co/OCQcqVi7Jl |
| 2021-07-16 | The Barrier of Meaning in #AI https://t.co/qveByCKRtx |
| 2021-07-16 | Excellent new NBER paper on high-frequency trading impact on speed & trading costs“market designs that eliminate latency arbitrage would reduce the market’s cost of liquidity by 17%….on the order of $5 billion per year in global equity markets alone."https://t.co/somqkB6cKj https://t.co/ChzybjdxuT |
| 2021-07-16 | Easley, O’Hara and a coterie of others pen this paper on stock information flows and compare with FAMA factors and related variables: VPIN, volume, information-variance, news article volume, volatile and Amihud illiquidity https://t.co/MW26GdbgtF https://t.co/Ddcjltqo0N |
| 2021-07-15 | Bond Liquidity - size adjusted, beta-liquidity, transaction costs - paperhttps://t.co/Cr6Z7Omhd6 https://t.co/kDzIO6cUpq |
| 2021-07-15 | Trading stocks around the open and close - empirical analysis https://t.co/ZOZrn2d0h7 https://t.co/ys5WVIyhpa |
| 2021-07-13 | Natural Language Processing: Good intro to #NLP and #NLG - and recent development of Google’s trillion parameter Switch Transformer models https://t.co/iEY1YIeIVL |
| 2021-07-13 | Using Gramian Angular Fields to encode time-series as imagesPython GitHub:https://t.co/nDW4MHAn2nPaper:https://t.co/fKT5UImSvS https://t.co/QcDwD3ieYV |
| 2021-07-13 | Econometric analysis of COVID-19 volatility impact on S&P500 and FAANG and FATANG big techs - paperhttps://t.co/RdrjcBJ9jn https://t.co/EHEKReLaF8 |
| 2021-07-13 | Dissertation on High-frequency Electricity Trading:https://t.co/8H7awWiWwa |
| 2021-07-12 | Timeseries classification with TensorFlow, Keras and a Transformer model https://t.co/qSvOrMlobX |
| 2021-07-12 | @daraladje And in #DeFi and in a traditional capital markets pivot, it is not hard to imagine how GPTxx could be part of a new collaborative paradigm for institutional participants. |
| 2021-07-10 | Collection of papers on volatility estimationhttps://t.co/9Le1S2sVik |
| 2021-07-10 | Tutorial on time series models in Pythonhttps://t.co/rMHzZz5UJP |
| 2021-07-09 | A cheeky perspective on #MLOps - and some of the key startups https://t.co/Ln74kw86Hj https://t.co/vxnNHTooIg |
| 2021-07-09 | New Paper on Codex, a GPT language model fine tuned on publicly available code from GitHub, and it’s Python code-writing capabilities.https://t.co/hpsZHmDcpw#NLP #NLG #OpenAI #AI https://t.co/K2OZfD1QS3 |
| 2021-07-08 | And this Python neural net library using LSTM to predict tick direction https://t.co/akrqNEKJ6U |
| 2021-07-07 | Python pipeline generator of #ML LLVM bytecode for higher performance https://t.co/KWQ3vHE4tP |
| 2021-07-07 | This Paper expands a bit on classical tick / trade classification rules for Bitcoinhttps://t.co/8S83pQf3j2 https://t.co/hyS3s1qBOn |
| 2021-07-07 | DAO based DeFi Index(es) gets funding boost from Galaxy Digital https://t.co/AAfXdjyvA3 |
| 2021-07-07 | Ode to Hyperparameter Sweeps in a Jupyter / Colab Notebook https://t.co/RPnBA8pRVs https://t.co/GrmpzprEfA |
| 2021-07-07 | And related 2020 paper by Jurkatis for full-information trade classification that uses quote matching:https://t.co/mElgDUrzsz |
| 2021-07-07 | Stock Trade Classification Algorithms in Python• Lee and Ready, 1991 • Bvc - Easley, et al., 2012 • Ellis et al. (2000),• Chakrabarty et al. (2007) • Jurkatis (2020)Also, order imbalance and transaction cost estimatorhttps://t.co/eGN4CAYdgah/t @macro_srsv |
| 2021-07-06 | DeFi Blockchains for Bonds?!FT Article:https://t.co/I4m8eH5sjQReport:https://t.co/UXH903eczo https://t.co/odTAllYQce |
| 2021-07-06 | Jupyitelite - Jupyter notebooks running Python code in a browser using wasm and NO Python servershttps://t.co/MzdIRJyXDf |
| 2021-07-06 | Article discusses post trade processing on blockchainshttps://t.co/NfPft8E8ms |
| 2021-07-06 | VS Codecompletion extension - #lowcode (using Huggingface) https://t.co/6UiqqUn5Y5 |
| 2021-07-06 | In FT: The end of ESG factor outperformance? https://t.co/FAp6NmmQeW https://t.co/165NXUvqPI |
| 2021-07-06 | MIT Sloan eSg rethink: social media business models https://t.co/Thosr14nMO https://t.co/3VUTnuVsGk |
| 2021-07-06 | #FOMO #FAIL #REKTWhen a DeFi Stablecoin has a one-day bank run. Iron Finance’s Titanium (TITAN) token plummets — from US$64.19 to zero — in a single day.  https://t.co/fPHpDdLdwO |
| 2021-07-04 | ML-Ops Antipatterns - paperhttps://t.co/4v5fgM4npF https://t.co/YwcVsiNoi4 |
| 2021-07-04 | TStorage - time-series in memory / storage written completely in Go languageBlog post:https://t.co/L0fgKgbamzGo Github:https://t.co/AxGgN20Tlb |
| 2021-07-04 | MIFIDII impact on European market and index volatility - paperhttps://t.co/VaxzfoGprk https://t.co/oB7AHUA0qn |
| 2021-07-04 | Python Date arithmetic for financial instrument arithmetic - eg modified following - bizdays https://t.co/uLYyyCVFElAnd Pandas market calendars for market-specific exchange and OTC holidays and early closes…https://t.co/PV0yM1lsg0 |
| 2021-07-03 | SPACs account for 8% of FinTech deal transaction value (albeit, from a tiny base) https://t.co/8tP7ik30Is https://t.co/S8fT0odst9 |
| 2021-07-03 | Walled Garden vs Chain Surveillance permissioned #DeFi https://t.co/dsSyYfE3z2 |
| 2021-07-03 | Volatility has many forms… https://t.co/v7rgxY4OEs#VIX #IV #RV https://t.co/Hgq7R97Vpz |
| 2021-07-03 | Paper - seasonal and trend decomposition of a univariate time-series based on Loess (STL)https://t.co/l7GteHzX3e https://t.co/b9RpFK022i |
| 2021-06-30 | Portland Heat Wave Extrema NYT Graphic replicated in R in this Github Gist by @CedScherer#rstats #dataviz https://t.co/6ZV23a212O https://t.co/r8rgh5pBnz |
| 2021-06-30 | Low code, no code, and now auto(mated) code generation enter our lexicon - a GPT-3 by-producthttps://t.co/OcX2ddZBAdhttps://t.co/7DVkwE6wm8https://t.co/YYiHta5NBG |
| 2021-06-29 | Paper - using Complex Networks to model markets with high frequency tradinghttps://t.co/6gu8eM3S6h |
| 2021-06-29 | MBSTS - Paper and R Package for implementing general structural time series models, flexibly adding on different time series components, featurizing & fitting them to multivariate correlated time series data#RStats CRAN:https://t.co/nxTbtqvcvUPaper:https://t.co/49sfDl11lQ https://t.co/Yxj3GRXFwi |
| 2021-06-29 | Automating a pipeline along with the TODS Python library to detect outliers in time-series https://t.co/QwjvjViLhk |
| 2021-06-29 | Sometimes a small collection of Jupyter notebooks can be helpful to initiate the technically inclined to the vagaries of financial time series…https://t.co/yzLN2t9pVF |
| 2021-06-29 | fathon is a python package for DFA - Detrended Fluctuation & Cross Correlation Time-Series AnalysisMultifractalMultifractal DetrendedHT Time-dependent Hurst exponentCython Github:https://t.co/CtiHvl0iHF |
| 2021-06-28 | Open Ebook - https://t.co/lAEUmA82Pwhttps://t.co/2uz0HVCHivR #rstats GitHub:https://t.co/lAEUmA82Pw https://t.co/qsCKHwLuWI |
| 2021-06-28 | Temp: Time-Series utilities on top of Spark“AS OF joins, rolling statistics with user-specified window lengths, featurization of time series using lagged values, and Delta Lake optimization”GitHub:https://t.co/16yPrmoUdxVWAP and other agg stats:https://t.co/vFmIAgWrsg |
| 2021-06-28 | Paper reviews Python open source time-series libraries https://t.co/x2TLKTefXa https://t.co/K4w238eqy0 |
| 2021-06-27 | Synthetic timeseries (aka to mock a time-series) in Python with seasonality and trend dynamics https://t.co/GrRe1krCRA |
| 2021-06-27 | A non-quantitative perspective of Bitcoin liquidity dynamics across trusts and futures proxies of on-chain liquidity$GBTC $BTChttps://t.co/MVFlNPwhQ7 |
| 2021-06-27 | StellarGraph is a Python library for machine learning on graphs and networks.GitHub:https://t.co/FRQFcFlqTDTime-series Colab / Jupyter example:https://t.co/FRQFcFlqTD |
| 2021-06-27 | Andreessen on Crypto’s distributed consensus…https://t.co/jG76hPA2ne |
| 2021-06-27 | Sunday is a perfect day to model Similarities of Stock time series…2020 Paper:https://t.co/ELtWohqERfPython Github:https://t.co/0McTv5t0sG https://t.co/W0W1mLwrG5 |
| 2021-06-27 | Modeling time series better by focusing on ARIMA residuals with CatBoost and LightBGM (and including categorical variables) in R#rstats #tidy https://t.co/pKkKtlGPaG |
| 2021-06-27 | Low Code, No Code - multi-part blog analysishttps://t.co/QkDd5HyFEMhttps://t.co/hZbM6dFJhQ https://t.co/mREIFfHIua |
| 2021-06-26 | DeFi Infrastructure stacks mapped and discussed in this blog posthttps://t.co/p7bZHNcbYs#solana vs #etherium #crypto #defi https://t.co/ysi18sqjRu |
| 2021-06-26 | Boston Fed CEO opines on Tether’s disruptive risk to money markets system#Tether #Crypto https://t.co/LMyrV06V1Y https://t.co/7GbyDWFwJZ |
| 2021-06-26 | The paradox of (startup) geniushttps://t.co/sGSI3mFjoO |
| 2021-06-23 | On Tokenized Securities https://t.co/JHcaLk8sKS |
| 2021-06-23 | Analysis of Crypto volatility at Covid19 crisis inception using realized volatility based HAR models - paperHeterogeneous Autoregressive Modelhttps://t.co/YWXhxyciaL https://t.co/7HphG6Jh7u |
| 2021-06-23 | KATS for Time Serieshttps://t.co/3NNEvcKE2wPython GitHub Repo:https://t.co/n9bb8ZQ86L#automl #ml #timeseries https://t.co/x9wZHM6hiu |
| 2021-06-23 | Time Series Patterns - AmplitudeBasedLabeller and HawkesPython GitHub:https://t.co/ptSNIagXa1Jupyter:https://t.co/t17fq8UqgY https://t.co/RpHIsftb9o |
| 2021-06-23 | Marc Andreessen opines on future of Venture Capital and Tech innovationhttps://t.co/WvOjuFudTy |
| 2021-06-23 | NLP and NLU Python streamlit examples…https://t.co/94BYSnAHQK https://t.co/lHm4fJpcih |
| 2021-06-23 | Bitcoin, Blockchain and Jupyter Pythonhttps://t.co/Ll44sh6CUQ ORhttps://t.co/pXdDbKesq1 https://t.co/AStvG2kNyd |
| 2021-06-22 | @cgledhill I remember in the early 80’s before PKZIP we also had ARC, LHARC and PKARC (and ZOO) |
| 2021-06-21 | FT Retrospective on meme-ification of the stonks and crypto markets https://t.co/HYccUrLAWK https://t.co/y8jnHPP1N8 |
| 2021-06-18 | 102 Stock Anomalies analyzed…App / Web Site:https://t.co/ChQk5PFqrxPaper:https://t.co/cwmIKCPpizData (alas, no GitHub yet):https://t.co/ymuwwKonSs#alpha https://t.co/D4QcUadDWx |
| 2021-06-18 | Hmmm. Dystopian Affective Computing?https://t.co/RW3g7D3nlt https://t.co/oCBKZNVuFj |
| 2021-06-18 | Facebook open sources AugLy a data augmentation tool for machine learning model building in a world where #ml opportunities are increasingly multi-modal: text, video, audio and imagehttps://t.co/B4QXe94DeBPython GitHub:https://t.co/z1pGkqVistColab:https://t.co/3Kg0ZHE2JS https://t.co/fiYSIIAVJN |
| 2021-06-16 | Large pre-trained language models are the focus of this paperhttps://t.co/09qAMdkjXA#NLP https://t.co/gM6vostwle |
| 2021-06-16 | Cryptocurrency factor model with a mispricing factor under almost stochastic dominance - paperhttps://t.co/xmvaGkSrNW https://t.co/kGhqPnGS5c |
| 2021-06-15 | Ode to OCamlhttps://t.co/x7uhJ1DFN3 |
| 2021-06-14 | Optimal deep learning based trading using convolutional transformers - paperhttps://t.co/p9wsm48tZA https://t.co/4sOgYvHxXY |
| 2021-06-13 | Encoding structural conformation within a (knowledge) graph is the focus of Graphformer a Microsoft Research Github project: https://t.co/YKzHBCYvFuAnd paper:https://t.co/qpWylXwILd https://t.co/iuP1RTmR4k |
| 2021-06-13 | EleutherAI’s 6 Billion parameter Transformer and DeepMind’s Jax based GPT-J model for NLP tasks is open-source and has a far more permissive license than GPT-3https://t.co/pr2E9SOlYXTrained on ‘The Pile’https://t.co/ekB0yk8WkyGitHub:https://t.co/xYKd5QXXLk |
| 2021-06-13 | DeepLOB Paper (2018)https://t.co/UPxk7ssiCOJupyter Notebook:https://t.co/a7gvuawYEa |
| 2021-06-13 | Market by Order (MBO) data for predictive modelling with deep learning algorithms. #lob #hfthttps://t.co/UvFMqOBPbw https://t.co/DIrdPVh3xI |
| 2021-06-12 | Dissertation on optimizing market structure to mitigate manipulation and products like synthetic combinatorial financial options and prediction and synthetic marketshttps://t.co/gcudSGskKO |
| 2021-06-12 | Blog post on an algorithmic trading platform https://t.co/LNhnOMeIdc |
| 2021-06-11 | Perspectives on startup valuation and how discounted cashflows factor (or not factor) in… https://t.co/b3ggSNbel7 |
| 2021-06-11 | Paper compares xgboost with deep learning and ensembles of both on Tabular Data #mlhttps://t.co/I2RQeif9uQ |
| 2021-06-10 | Deep reinforcement learning extending LSTM for trading non-stationary FX markets using intraday data and modeling transaction costs - paperhttps://t.co/r4ytrE87YU |
| 2021-06-10 | Structural model of high frequency price pressure in stocks - paper#hft #lob https://t.co/Mn8i5DQ5kj |
| 2021-06-10 | AmpliGraph’s machine learning models generate knowledge graph embeddings, vector representations of concepts in a metric space based on TensorFlowPython GitHub:https://t.co/sBdGBTxzM0#KG #ml https://t.co/KPrsnh6CpS |
| 2021-06-09 | Containers for analytics, trading and other high value content have cybersecurity threats and tradeoffshttps://t.co/z8AWAjCG7j https://t.co/TVrLf4pcjZ |
| 2021-06-09 | IdeasAI - a GPT-3-powered business idea generator with no human in the loop.https://t.co/EqQ4Tl34dO |
| 2021-06-09 | Trading_Gym is a unified environment for supervised learning and reinforcement learning on top of reinforcement learning concepts framework.Python Github:https://t.co/x6Ngl2l5ceRisk parity example:https://t.co/bCuHKtTSvK |
| 2021-06-08 | Oxford research around multi-period prediction based on limit order book model features using deep learning on special acceleration hardware - Graphcore IPUs #lob #hft Paper: https://t.co/3SnWludcmz |
| 2021-06-08 | ForecastML for multi-stage ensemble forecasting in R#rstats Github:https://t.co/hr03GM9c3n https://t.co/PwRdRT8VE7 |
| 2021-06-08 | On the exponential growth of TinyMLhttps://t.co/0t8DlXOWaX https://t.co/W9QyJe8oNu |
| 2021-06-08 | Article on Graph Neural Networks #GNN (and over-smoothing mitigation) https://t.co/5viqZEem2r https://t.co/WGJYBzVgmf |
| 2021-06-07 | On Uniswap optimal fee - crypto market microstructure analysis https://t.co/zqgnTxcQl8 |
| 2021-06-07 | Deep Reinforcement Learning for StocksPaper:https://t.co/8p2S9ST20x https://t.co/fhX2QL1pyb |
| 2021-06-06 | Timeserio for time-series deep learning pipelines based on Pandas dataframesDoc:https://t.co/knxeE2FU0qPython Github:https://t.co/d7H2XcYJL0Examples:https://t.co/d7H2XcYJL0https://t.co/xMzeq29xy1 |
| 2021-06-06 | Structural break and GMM fit tests for anomalous regime changes in stocks in R #rstatshttps://t.co/MQEQqRbXEu |
| 2021-06-05 | Example of GreyKite prediction implementation using FRED time series datahttps://t.co/ej7PezXJLf |
| 2021-06-05 | Granger causality networks in multivariate time series using deep learning Python GitHub:https://t.co/bWcSTyNO8Q(2018) Paper:https://t.co/Fv0Ynfava1#ml |
| 2021-06-05 | Deep learning primitive code generator and compiler / DSLLanguage docs:https://t.co/mOCpFW8lXpJupyter notebook examples:https://t.co/b70dzX2et6Python GitHub:https://t.co/BSHtfyH8TS(2019) Paper:https://t.co/cLVYbfdrcW |
| 2021-06-03 | @RetirementQuant OLS is the perfect place to start the journey! Applying feature transforms on some of the independent variables sometimes improves fit and is a good segue way to automated feature engineering, activation functions and non-linear machine learning approaches. |
| 2021-06-03 | Differentially private #DP synthetic data generation with Unform, Bayesian and other methodsPython GitHub:https://t.co/gfnRk9qbYF#syntheticdata https://t.co/mHs4WcJNOL |
| 2021-06-03 | Automated Feature Engineering (creates many non-linear transformations) for classification and regression Paper:https://t.co/JdE9J3bMUCPython Github:https://t.co/tsYWPGV6siJupyter / Python Example:https://t.co/aVwyohlyP9#automl https://t.co/IOXjWd1dp2 |
| 2021-05-31 | TSE Stock Index Futures - new Co-location Dataset used to model Realized Volatility#HAR https://t.co/UvRrrEwOAg https://t.co/YzLWRPZSIh |
| 2021-05-31 | Reinforcement learning and continuous buying/selling applied to algorithmic trading of stock shares in China - paper https://t.co/wjAGKAA1Go https://t.co/McfBAeYPMO |
| 2021-05-30 | Frameworks over forecasts and flow and other cross-asset strategy idioms https://t.co/5TZgRqosya |
| 2021-05-30 | Using SABR analytical formulas to avoid replication in computing convexity adjustments in fixed income derivatives - (2020) paper https://t.co/rHcaUESqLO https://t.co/dpQQ4zc2F9 |
| 2021-05-29 | An event-driven trading strategy based on corporate event detection from news articles. In particular, a bi-level event detection model that utilizes global and local information to identifies corporate events is the focus in this paper.https://t.co/pDtVsixU5O https://t.co/JNlCWPJsxw |
| 2021-05-28 | Differential Machine Learning for computing financial derivatives faster - using TensorFlowPaper:https://t.co/Z4aOTM8ptOGitHub Jupyter Notebooks:https://t.co/UmAvKwH9y5 https://t.co/fbjRq3Y0Ra |
| 2021-05-28 | NocoDB - a new open-source AirTable spreadsheet workalike for data baseshttps://t.co/XX5QC6kzBT https://t.co/6hv42PQO8V |
| 2021-05-28 | MindsDB - explainable, low-code #AutoML based on PyTorchhttps://t.co/WOd35kp8uP#Python https://t.co/E3jDm1oqye |
| 2021-05-28 | @micahjay1 Perspectives on Tech Product Manager DNA - excellent thread by @micahjay1 |
| 2021-05-27 | Re: TensorFlow Decision Forests #ml https://t.co/slwAZ3Mdfi |
| 2021-05-27 | On Factor Momentum: https://t.co/BGVTnN5lmY |
| 2021-05-27 | Knowledge Graphs #KGPython Github for kglab:https://t.co/2zlK2YhCzfExamples:https://t.co/8kCLqFbnc0 |
| 2021-05-27 | Provocative BIS Report‘The Digitilization of Money’Unbundling and Rebundling of Paymentshttps://t.co/H9yXJlW3Xr#DeFi #Banking #FinTech https://t.co/W3wKnpgazS |
| 2021-05-27 | Quantum Computing Algorithm developed by IBM and Barclays applied to Trade Settlement Optimization#QUBOhttps://t.co/tiR1WLrUJj https://t.co/xZEfzEiUEs |
| 2021-05-27 | #Affective emotion monitoring and data science based research by Microsoft has profound #privacy and virtual #TEAMS meeting efficacy implications https://t.co/yAgHZcQriZ https://t.co/piFML4gLU2 |
| 2021-05-27 | @mbostock opines on the ascending power of Javascript for analytics and visualizations - including open-source Arrow, Arquero, tidy.js, Observable Plot and Vega-Lite#dataviz https://t.co/hFVrtxjrNL |
| 2021-05-27 | Tsmoothie - A python library for time-series smoothing and outlier detectionhttps://t.co/IGo2rDbRvr https://t.co/uBBifmnQim |
| 2021-05-27 | tsai is an open-source deep learning for time-series package built on top of Pytorch & Fastai with prediction dynamics visualizationhttps://t.co/J3JOKLJFP8#Python https://t.co/ov2Vj4GPNV |
| 2021-05-25 | Paper on Tick Rule Trade Classification applied to Bitcoinhttps://t.co/uM7RwTc0RH https://t.co/VePo43nMvG |
| 2021-05-24 | Time series trend analysis in Python with PyTrendSeries https://t.co/GoE766fY5b |
| 2021-05-23 | Re: ‘Instability Coins’#crypto #tether https://t.co/S1HVXTH3GT |
| 2021-05-23 | Mdpi paper on predicting NBA game outcomeshttps://t.co/t0q23mTnB6 https://t.co/iisJ3AEY3j |
| 2021-05-22 | Simple pairs trading algorithm article with embedded python code: https://t.co/7eiRS2wdn1 |
| 2021-05-22 | Similarity measures in machine learning - 17 types https://t.co/nFn55xzbfV |
| 2021-05-22 | Saturday’s are for synthetic dataTime-series synthetic data articlehttps://t.co/0xtqLmI3QhGoogle Colab Notebook (alas, requires Gretl Cloud key)https://t.co/5BULlqZc2gOr GitHub Python Gisthttps://t.co/pyurkIPqzF |
| 2021-05-22 | Article discusses Google research effort to convert knowledge grahs #KG using natural language generation of data into text #NLP #NLGBlog post: https://t.co/twjRvSMHMQPaper:https://t.co/SfuGgp4JtVData:https://t.co/cvRy9Fx0e7 |
| 2021-05-22 | A variational autoencoder (VAE) is a deep neural system that can be used to generate synthetic data. This article provides a foundation for understanding VAEs with example code:#syntheticdata https://t.co/tREOUPgk9T |
| 2021-05-22 | “…when data is scarce, synthetic data can be used to replace the held out validation set, thus allowing to train on a larger dataset." https://t.co/phF7P83IYp#syntheticdata |
| 2021-05-22 | Synthetic Data use cases https://t.co/qRD7sJ4hLp |
| 2021-05-22 | Orbit = Object-ORiented BayesIan Time SeriesBlog post:https://t.co/kXImIMQwGdPython Github:https://t.co/EAbOkwFoKt https://t.co/xVNSyEqG51 |
| 2021-05-22 | “Market participants and policymakers currently underestimate potential liquidity risks, generated by MTFs… the introduction of MTFs is associated with stronger network-wide liquidity co-movements, thus facilitating propagation of liquidity shocksâ€https://t.co/rKW2RcIw8X |
| 2021-05-22 | Jupyter Python Notebook Code for a Bachelier implied volatility grid for a given strike and expiry of the option for Bermudan Swaptionshttps://t.co/vfHMRFg48n2019 related paper: consistent neural network based calibration for volatility modelshttps://t.co/fPWZDFfDt0 https://t.co/MHLaE8TBv3 |
| 2021-05-19 | ARCH time-series modeling#volatility Python GitHub:https://t.co/58I2FYFhBnJupyter Python Notebook:https://t.co/nCwguHYyMP https://t.co/DnmKSsHq9u |
| 2021-05-19 | FCA Paper on Cash Equities Liquidity post COVID-19 on LSE#TCA https://t.co/PxajNfNGPp https://t.co/nXfCOW1iAj |
| 2021-05-19 | (Missing) Link to Paper:https://t.co/dbJltsCkVx |
| 2021-05-19 | Paper:Exponential Kernels with Latency in Hawkes Processes: Applications in Finance by @MarcosCarreiraPython Github:https://t.co/M615VCHRnK#lob #hft https://t.co/sOnlpPl2H5 |
| 2021-05-19 | Basics of Institutional Trading of Crypto https://t.co/4vVBpFWYjm |
| 2021-05-19 | OpenFinance perspectives https://t.co/pTkGGVlRpa https://t.co/o6SKEYb9CQ |
| 2021-05-18 | Economic policy uncertainty #EPU and impact on cryptocurrency market - paperhttps://t.co/9dVjqRjBSa https://t.co/glNrU3nuau |
| 2021-05-18 | Paper models cryptocurrency herding differences during bull and bear market regimeshttps://t.co/9dVjqRjBSa https://t.co/xPv3YpLp1C |
| 2021-05-18 | Paper models stealthiness of institutional micro-order placement / trading in FX marketshttps://t.co/c1bdPpEZsd https://t.co/LzYBYRylzQ |
| 2021-05-18 | Agent based discrete event simulation ABIDES for synthetic generation of limit order books vs algorithmic trading paper - reinforcement #ml, double deep Q, https://t.co/Rkfm8elq1O https://t.co/tFAW30jWAT |
| 2021-05-18 | Survey of machine learning developments in algorithmic trading with links to relevant papers - GANs, Multi-Agent, Deep Hedging…https://t.co/wdh1oczQWW |
| 2021-05-16 | FT on Tether, Stablecoin valuation risk https://t.co/G682edYSRq |
| 2021-05-15 | Neuro-symbolic framework for distilling interpretable theories out of streams of raw, unprocessed sensory experience. ‘Raw Data’ https://t.co/dDpfR0vYaf |
| 2021-05-14 | LinkedIn open sources GreyKite - interpretable components; produces robust results; has automatic changepoint detection for trend and seasonalitytime-series Engineering Post:https://t.co/KKxWHsi9DdPython Github:https://t.co/EWSoddyIdGPaper:https://t.co/3qSwXAqnxT https://t.co/M5RjImNlPI |
| 2021-05-12 | Low-code, no parametrization brute-force regression and classification #ml modeling https://t.co/G1dnLZ2lWL https://t.co/PZafXQWYBs |
| 2021-05-12 | Neural Rough CDEs for time-series https://t.co/ZWtoZVCyAI https://t.co/Omb3FFAwiu |
| 2021-05-12 | Bid/Ask Spread dynamics of M&A stockshttps://t.co/P5pLhFF4tq https://t.co/VfHZWrbo9s |
| 2021-05-11 | The Challenge in Quantifying NBA Defense… https://t.co/ieiDRSastC |
| 2021-05-10 | Bitcoin mining visualizationhttps://t.co/ETyGkqAAnz#dataviz |
| 2021-05-10 | Equity based Market Depth - #EMD stock #flow volume indicator - paperhttps://t.co/WhqvONxJ9Y https://t.co/PGhsbegU4n |
| 2021-05-08 | AI applied to #Covid19 prediction and mitigationPaper:https://t.co/vebS1fakmBClairvoyance #AutoMl for Medical Time-Series prediction https://t.co/OQnuF61kJI#Python #ML https://t.co/HpCbKKJfth |
| 2021-05-08 | Time-series #prediction based on PyTorch with DeepAR, (Multi) Attention, Transformers and GRU support and model interoperability. Also includes cloud provider integration + model serving capabilities. https://t.co/Qn8VPMwZHxFlows:https://t.co/7mYrTUnopS#Python #ml https://t.co/SHgPk2pdqM |
| 2021-05-08 | Goldman’s Crypto Desk goes livehttps://t.co/vPMvcUO3lq |
| 2021-05-08 | Insight on Data / Analytics Stacks https://t.co/msbgrSgFNT |
| 2021-05-08 | Python EDA for #DeFi Graph Liquidity Protocol for Aave and Compound user segments https://t.co/KU2apEeqPT |
| 2021-05-08 | #AI / Code Generation using Transformers https://t.co/Om1HtjXYg9More on Transformershttps://t.co/Pvt4mtKimw |
| 2021-05-02 | Dissertation on Liquidity in Financial Markets - Corporate Bonds, Stockshttps://t.co/UbYVVXj14J https://t.co/jQnzIERbLy |
| 2021-05-02 | Blog post describes modelling invariance so as to suppress unimportant or distracting features and improve overall machine-learning performance.https://t.co/tB6W2KceVy https://t.co/h2emOVmLwW |
| 2021-05-02 | Ensemble Factor Model Explained https://t.co/uTp1geraIm |
| 2021-05-02 | Sunday’s are for Synthetic Data:Value propositions for synthetic data explored in this blog post https://t.co/qRD7sJ4hLp https://t.co/cXdVuonqFN |
| 2021-05-02 | The NewYorker on Kafka, GPT-3 and the ascent of synthetic literature and style generation https://t.co/vI9Jma4vi1 |
| 2021-05-02 | Synthetic Tabular and Time-Series Data Generator using TensorFlowSynthetic Stock Generator - Jupyter Notebook:https://t.co/CWoP0eOdqtYDataAi Python Github:https://t.co/OvFfzFLGUwYDataAi:https://t.co/BeCfKLF9cO https://t.co/TUVfXELf6w |
| 2021-05-01 | Gradient Methods - visual deep diveMomentum, AdaGrad, RMSProp, Adam…https://t.co/jmSMzhpwwI |
| 2021-05-01 | Google is rethinking fixed offices using inflatable walls and reconfigurable seatinghttps://t.co/6Fmh3Sjke1 |
| 2021-05-01 | Ruptures for change-point detection in time series using Pythonhttps://t.co/vmpdrcEq0zPaper:https://t.co/7wArJbeUMO https://t.co/4Up8eLphmO |
| 2021-05-01 | Change-point detection in high dimensional time-series Paper:https://t.co/dI3Gq7vHp4#Rstats R code:https://t.co/3794DkHzIF |
| 2021-05-01 | TsBNgen is a Python package to generate time series data based on an arbitrary Bayesian Network Structures.Short Paper:https://t.co/eKgMKZ755dGitHub with Python Source:https://t.co/Z8b8hbajsNDocumentation:https://t.co/d2ctYAMEb6 |
| 2021-04-29 | Goldman believes Quantum is five years away from mainstream finance use-cases including 1,000 fold improvement in MontCarlosFT Article / QC Ware mention:https://t.co/3I0vudtuaqLinked research paper:https://t.co/wFk8bvSEv6 |
| 2021-04-28 | Forbes list of promising #AI Startups to watch https://t.co/5qzRHBTyqj |
| 2021-04-27 | Paper models spillover, inpulse-response and crash risk between US and China stock markets (using TVP-VAR)https://t.co/qjW5b1N3a9 |
| 2021-04-27 | New post-pandemic future-of-work report by @McKinsey https://t.co/oddl5ioXHq https://t.co/Cr33Dmjj19 |
| 2021-04-27 | Standard Initial Margin Model (SIMM)Acadiasoft open source implementation in Java:https://t.co/4Zxnp1Wtd2ISDA Spec:https://t.co/ZkJreCaTfA |
| 2021-04-27 | Categorical correlation, correlation ratio, Theil U and other data associationsArticle:https://t.co/bI4sN0I3g7Data -python = Dython library:https://t.co/8EZMwxIZ9GPython GitHub:https://t.co/7UrzDk1Nmw https://t.co/mJeYa41f57 |
| 2021-04-26 | ESG Premium Stock - analysis in FT https://t.co/h0j1OuHIDN |
| 2021-04-26 | CEO of Paypal opines on contextual commerce, super-apps, crypto and Defi https://t.co/0uUWamlTTV |
| 2021-04-26 | @JaySinh68681549 ‘assumption that the noise in the time series is uncorrelated and Gaussian in nature, with zero mean and unit variance.’ |
| 2021-04-26 | Encode a time-series as an SDE (stochastic dynamical equation)Python GitHub:https://t.co/LTHjgGhJkI https://t.co/FmiBuq0ZD6 |
| 2021-04-26 | Multifractal Detrended Fluctuation Analysis MFDFA is a model-independent method to uncover the self-similarity of a stochastic process or auto-regressive behavior in time-seriesMF-DFA Stock-Index Model Paper https://t.co/hBg2Fc5d7MPython GitHub:https://t.co/u48J878Qh0 https://t.co/5GbbrL2wuq |
| 2021-04-26 | K-Means Clustering of Stocks based on financial ratiosPaper (2020)https://t.co/XnyLCAnBhePython GitHub:https://t.co/6HiQVYgyd0 |
| 2021-04-25 | Efficient, no Adaptive, no Fractal no… Complex Markets Hypothesis https://t.co/G3wmNYly5J |
| 2021-04-25 | Anomaly detection in Bitcoin price time-series using RNN regressor + RNN Autoencoder on Kaggle minute bar-data (2012-2020) (poor results, but method may offer more promise on other data sets).https://t.co/UkIqrVqg19 |
| 2021-04-25 | TimeSeries-GAN or TSGAN, generates realistic synthetic time series data from a sampled noise data using 1-D convolutional neural networks (CNNs) were used in the generator and discriminatorPython / Keras Githubhttps://t.co/Y5RM5vE5FU |
| 2021-04-25 | Autoencoding in Python code to identify anomalies in imageshttps://t.co/Yj6LhWYIhf https://t.co/XhSqoh4QF6 |
| 2021-04-24 | Thodex - $2Bn Turkish Crypto Exchange Heist-and-Runhttps://t.co/3ioAu760kb |
| 2021-04-24 | Factor expressions (S-expressions) for high performance quantitative trading applications (written in Rust) with Python library interfacehttps://t.co/JE7Bdu61qOMore on S-expressionshttps://t.co/adLDGF2HID |
| 2021-04-23 | ETF Liquidity Commonality related risks in emerging Asian markets - paperhttps://t.co/YCRI7iYhAe https://t.co/Djl95RuqCw |
| 2021-04-23 | Block chain considers a public listinghttps://t.co/KzavaiBkEpWhile planning to expand to list stocks on its DeFi platform https://t.co/zfyN4MVA1N |
| 2021-04-23 | FT on the dark-side of crypto mining https://t.co/vqJ9Js1FM3 |
| 2021-04-23 | Distributed DAG computation framework for Python that abstracts Pandas, Spark and Dask.https://t.co/nYOrUd3a7Q |
| 2021-04-22 | FT on Quant Spring?! https://t.co/HrQnDGoCws https://t.co/PW8wJqrVvZ |
| 2021-04-22 | Basics of Gaussian Mixture Models and #NFL Player Tieringhttps://t.co/YmXwd3SjRF |
| 2021-04-22 | Kalman Filter (KF) applied here in this paper to optimally estimate dynamic beta where measurement noise covariance and state noise covariance are assumed to be known in a state-space framework.https://t.co/EAh7hIx7F6 |
| 2021-04-22 | Simple, but dynamic #ml digital asset trading model discussed in this paperhttps://t.co/Qf9dKhsZQr#Crypto #BTC #ETH #features https://t.co/f2nLEABDSD |
| 2021-04-22 | Information shocks and stock trading volume - paperhttps://t.co/befrXfzM8G https://t.co/fTJOCGYF5n |
| 2021-04-22 | Hedge fund performance and linkage to family ties - paper#tigercubs https://t.co/PLmb2WetX0 https://t.co/Nuhv7zJXG4 |
| 2021-04-22 | Crypto / digital asset service providers profiled globally in this BIS reporthttps://t.co/IMFAPhvqyw https://t.co/rttHYHvgGN |
| 2021-04-22 | Market intraday momentum linkage to gamma hedging demand across markets - empirical paper https://t.co/bCNQWHqZjC https://t.co/YHhtVLMSdp |
| 2021-04-22 | Global stock index performance linkage to national COVID policy responses…https://t.co/12vKK7Owd8 https://t.co/ZZNEBTUzjX |
| 2021-04-22 | Machine learning models can de dockerized…https://t.co/61v3kfc9Sm |
| 2021-04-22 | mbrl-lib is Facebook’s contribution to Python open-source for Model-Based Reinforcement Learning algorithmshttps://t.co/dVSMR0hb7E#ml https://t.co/yKEXJghLft |
| 2021-04-20 | Data_describe is an open source Python based EDA toolhttps://t.co/eGxZYewjg5Tutorial:https://t.co/A5A5aaJwfB https://t.co/IIGmHVkd0b |
| 2021-04-20 | Blockchain interactive #datavizhttps://t.co/tqXR7VCj8t https://t.co/2xSo8LNC3R |
| 2021-04-20 | Crypto correlations, covariances and portfolio considerations - paperhttps://t.co/ydzubhzvGT https://t.co/P2etM6Mriq |
| 2021-04-20 | Identity Inference using blockchain / graph-based neural netshttps://t.co/hQAluukwxM https://t.co/kOdYw0tpe5 |
| 2021-04-20 | Rolling ETF liquidity spillovers - paperhttps://t.co/hQAluukwxM https://t.co/cTLIFOIIIK |
| 2021-04-20 | BIS report on Bond ETF Arbitrage - redemption and creation basket differences https://t.co/SNPTKMMN8F https://t.co/qLav3272b8 |
| 2021-04-15 | Bitcoin Dashboard in R#rstatshttps://t.co/5MYRBPQ4oC https://t.co/T1PqZmk6cV |
| 2021-04-15 | Factor rotation value / momentum by @RobinWigg in FThttps://t.co/M47VT81P7I |
| 2021-04-15 | R-Chartshttps://t.co/2aOFcMkbpReg correlation chartshttps://t.co/3QFux6W8z2#rstats |
| 2021-04-15 | Semi-covariance for Gold and Stocks paper / excel example discussedhttps://t.co/oZDaxo35X6 https://t.co/J2foNNrfKI |
| 2021-04-14 | Not conventional wisdom:“Put simply, blockchain analysis is a highly effective crime fighting and intelligence gathering tool…â€https://t.co/Py1sS67zV0 |
| 2021-04-14 | Mljar is yet another automl library in Python optimized for tabular data, feature engineering, with explain and compete modesArticle:https://t.co/4GEnJA5plOGitHub:https://t.co/IkZodNpHWP https://t.co/Sg9cuuSVh3 |
| 2021-04-14 | Hybrid visual and functional meta-language and WebGL IDE with polyglot interoperability with R and Python (albeit 3.4) coded in Java and Scala#Enso #Rstats https://t.co/df2nUW5dT9 https://t.co/ch1CfK0VSZ |
| 2021-04-13 | Flow forecast is an open-source deep learning for time series prediction. Includes DeepAR, transformers, attention models, and GRU support.Python GitHub:https://t.co/7mYrTUnopS |
| 2021-04-13 | “In the absence of a hegemonic answer to the question of what money is to us, strangeness reigns. Even as money has been injected with new political vitality, its actual life has become more baroque.â€#NFT #Spac #Crypto and Degenerative Finance?https://t.co/pXcb3rLQg9 https://t.co/P6pkahJYbV |
| 2021-04-13 | WATTNet: Analysis of trading FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series, a new temporal convolution model applied to NDF marketsArticle:https://t.co/GvbnKFyaKqPython source:https://t.co/tof9xGC7ulPaper:https://t.co/WkIKthsqgB https://t.co/TVzsKj6G4l |
| 2021-04-13 | Analyst features in stock price prediction paperhttps://t.co/LAMNtSA6iH https://t.co/0RvZvalWCG |
| 2021-04-12 | Bayesian Linear Regressionhttps://t.co/3WmZNxyYeq https://t.co/tCjfQcxVkh |
| 2021-04-12 | Orbit - a Bayesian Exponential Smoothing for time-series prediction Paper:https://t.co/aSMJV9kV5jPython GitHub:https://t.co/EAbOkwFoKt https://t.co/SQhdZeKlDu |
| 2021-04-12 | Global time-series (vs isolated prediction) model also implemented here in R with a menagerie of tsfeatures #rstats https://t.co/vF6zfz0oEd https://t.co/QYC4We0lvL |
| 2021-04-12 | Clustered Ensemble Global Forecasting Models (GFM), can traditional univariate forecasting models that work on isolated time-seriesPaper:https://t.co/lLTLTYDUdBPython GitHub:https://t.co/chPcFUAnbY https://t.co/gb7gayzyha |
| 2021-04-11 | Symbolic streaming time-series anomaly detection - paper#SAXhttps://t.co/CpztPy3YtB https://t.co/fdJmwbAO2a |
| 2021-04-11 | Machine Learning in Algorithmic Trading - paperhttps://t.co/FEyYXfiTYJ https://t.co/x04gikz0n9 |
| 2021-04-11 | Quantifying forex randomness #fxPaper:https://t.co/P9SknU1Hgm |
| 2021-04-11 | DeepSNAP, a Python library to assist efficient deep learning on graphs, supports graph manipulation and pipelineshttps://t.co/33fCKKXwFf |
| 2021-04-11 | Cubic splines applied to Cryptocurrencieshttps://t.co/dP7VkTh9ri https://t.co/BvB4l7hBNC |
| 2021-04-10 | Jump contributions for stocks in Shanghai - paperhttps://t.co/CdKZN3G8ez https://t.co/IETWJpVv9y |
| 2021-04-10 | Updated High Frequency Trading paper with stats on price shocks, order imbalance and pnl effects using (albeit, quite old) Nasadq OMX #hft dataset.https://t.co/GBgwbtqZwo https://t.co/HIdJr5Yi8w |
| 2021-04-10 | So many movies, so many thoughts, so many concerns, so many opportunities…https://t.co/QZII5rVQ3H |
| 2021-04-10 | Short primer on language models, transformers and #NLP https://t.co/3CegXlybGY |
| 2021-04-10 | Cryptocurrency web-scraping implied sector classifications https://t.co/yUm4J1QDL9 https://t.co/oEYHdpIIqj |
| 2021-04-09 | Realized jump betas for Japanese Stocks - paper https://t.co/YeVKvJJARL https://t.co/ejXDonlQBm |
| 2021-04-09 | “Delphi Digital, a digital asset research firm, calculates a Coinbase valuation between $160 billion and $230 billion if the stock can command above-average price multiples." https://t.co/sQ6wvfTQQ2 |
| 2021-04-08 | Sometimes technological innovations and open-architectures inspire changes in old workflows. Here are some thoughts on Jupyter, open-source and at-trade and pre-trade TCA.https://t.co/WOVGlgSHxF |
| 2021-04-08 | NBA Shot Quality Model in Python, Jupyter Notebookhttps://t.co/SW6u3L2auN https://t.co/O1woQBbvf7 |
| 2021-04-07 | We are expanding our team of Pythonistas who Product Manage Trading Analytics, in Gdynia, Poland.https://t.co/2RyVrpfYIn |
| 2021-04-06 | Tokyo Stocks - Realized jump beta is defined as the realization of covariation between market jump return and the contemporaneous asset return divided by market jump returns.https://t.co/EbcvmBNhuH https://t.co/RPDYg022nx |
| 2021-04-05 | Intraday stock market betas stylized facts - rise in beta dispersion around open and decline in beta dispersion in FOMC days Recalcitrant Beta Paper:https://t.co/Woqgta1yY5 https://t.co/VnZXXW514T |
| 2021-04-05 | Stochastic and deterministic chaotic properties in the S&P500 https://t.co/F1uMqsRTj4#wavelet #chaos paper https://t.co/tThtZxtwrq |
| 2021-04-05 | Data brokers and their inorganic strategieshttps://t.co/YwprwCUKfS |
| 2021-04-04 | If data is a store of value, then data vaults are needed… https://t.co/E6eyqXncjk |
| 2021-04-04 | Multi-Graph Tensor Network #MGTNTensors, Graphs and Neural Nets applied to irregular and multi-modal data sets that often appear in finance #TenorFlowPaper:https://t.co/PzMcDcT69sPython code:https://t.co/Wym5hrELMN https://t.co/3JtXOa86IF |
| 2021-04-02 | Bayesian stochastic local volatility modeling applied to intraday TOPIX stock returns https://t.co/KwcxMSJ7Q1 https://t.co/ZnyM7jVZT6 |
| 2021-04-02 | ZeroHedge retrospective on #Archegos collapse#Hwang https://t.co/8NYBbik83H |
| 2021-04-01 | E-greedy ebbs and flows of product development https://t.co/Jn67C7Td7S https://t.co/vpVuBF58yN |
| 2021-04-01 | Paper on coherence between temperature, stock market returns, currency exchange rates and COVID-19, using Wavelet analytics https://t.co/xCMRoPj3ro https://t.co/PRXk97ETdh |
| 2021-04-01 | Sequential anomalies in univariate time series - #anomaly paperhttps://t.co/kUzD6U9QDr |
| 2021-04-01 | ‘Approaching (Almost) Any Machine Learning Problem’ in Python by Abhishek Thakur#ebook pdf:https://t.co/ZoiQh5Fb7lDatasets:https://t.co/4dQizg4p5A https://t.co/58yvkFIr1S |
| 2021-03-31 | Hmmm. A tale of regulatory arbitrage, massive leverage and Tiger cubs that don’t change their spots. https://t.co/zIkowezYE6 |
| 2021-03-31 | Data Cascades and their damaging effects on #AI projects - paperhttps://t.co/3bXrwfuWjK |
| 2021-03-30 | No real Fintech sub-sector surprises for US Banking investments… https://t.co/obowQBlDGK https://t.co/AQFe3IksrZ |
| 2021-03-30 | A working link for #lob #oib paper referenced in the prior tweethttps://t.co/Lhx0p6t68v |
| 2021-03-30 | @de_kovalevskiy Found a new replacement linkhttps://t.co/Lhx0p6t68v |
| 2021-03-30 | Orderbook Imbalance reversals and trade matching - #lob paperhttps://t.co/jGONVRzZJu https://t.co/w1e66GwDDL |
| 2021-03-30 | Intraday, international fixed income spillover liquidity effects - bonds liquidity paperhttps://t.co/jGONVRzZJu https://t.co/8ev80tXm5D |
| 2021-03-29 | And a Causal Reasoning exemplarhttps://t.co/UKHuBucBv3 https://t.co/OS3cgpuCn7 |
| 2021-03-29 | Judaea Pearl on Causal Reasoning:https://t.co/PLlx1UmVQtPodcast - Causal Reasoning, Counterfactuals, Bayesian Networks, and the Path to AGI:https://t.co/Up2h25WR4ZOn a more practical note, Microsoft’s dowhy Python library for causal inferencehttps://t.co/AlRI5GEf3W https://t.co/WRJxmVzGLb |
| 2021-03-29 | @RobinWigg opines on Archegos Capital in FThttps://t.co/6xebMBLDg4 https://t.co/nNlXCgzhSZ |
| 2021-03-29 | An inherently lazy, low-code way to classify and predict. CLI and Streamlit App: (https://t.co/BKgFAZPPGf)https://t.co/G1dnLZ2lWL |
| 2021-03-29 | Informal univalidated analysis of Bill Hwang’s block liquidation cascade yesterday…https://t.co/Z8WSvMH9Pc |
| 2021-03-29 | Distilling simple stock patternsArticle:https://t.co/NPtv4CqgUhPython code:https://t.co/mAn5OBS47l https://t.co/RnRrDXsIeI |
| 2021-03-29 | @chanep That sounds like a great new list. |
| 2021-03-29 | COVID-19 impact on Cryptocurrency returns - econometric analysis and paper:https://t.co/hcYkmrncVD https://t.co/W4n8KUjKuk |
| 2021-03-29 | Top #AI Influencershttps://t.co/XLJQTPV2AH |
| 2021-03-29 | Morgan Stanley Wealth report on Cryptocurrency / Bitcoinhttps://t.co/NFBXeX4XuV https://t.co/rW512ONePb |
| 2021-03-29 | ‘Blending Art and Science: Bitcoin Valuations’ report by BofNYMellon#Crypto https://t.co/CiufaIdYuI https://t.co/j43Ikv00wj |
| 2021-03-27 | NFT Ecosystem https://t.co/DFCzjfr6z9 |
| 2021-03-27 | ‘The Promises and Pitfalls of Machine Learning for Predicting Stock Returns’ - paperhttps://t.co/L9zukUjuJP https://t.co/SsFiyCrvUW |
| 2021-03-27 | PecanPy provides cache-optimized compact graph data structures and precomputing/parallelization to result in fast, high-quality node embedding (in Python) https://t.co/PgYmMJ4tY4 |
| 2021-03-27 | Linearmodels - are regression models for Python that extends statsmodels with Panel regression, instrumental variable estimators, system estimators and other models for estimating asset prices:https://t.co/GMilTdwyzO https://t.co/P7Bm4SfJWj |
| 2021-03-27 | BOCD - Bayesian Online Changepoint Detection in time-seriesArticle (simplest case: Gaussian data with fixed variance and changing mean)https://t.co/nG0K40qBRCPython Source:https://t.co/XRKwWzylJ9 |
| 2021-03-27 | Dynamic connectedness of stocks💩VAR (TVP-VAR) Paperhttps://t.co/ujR8hpnZTo |
| 2021-03-27 | Classifying volume-based trading patterns using Catboosthttps://t.co/SdoKK00JvS#ml paper https://t.co/bw9VMEnXem |
| 2021-03-26 | Covid-19’s has changed structure of the stock market globally since the spread of the virus to reduce connectedness across markets globally. Paper:https://t.co/zznTgAtN5l https://t.co/K6YNc4Hb6D |
| 2021-03-26 | Covid19 and Beta Instability…Jupyter notebook with Python code:https://t.co/bOg2lKk63wPaper on Covid19 on stock return and volatility predictability https://t.co/I1PlxcJ7Mn Global stock markets have mean-reverted with some altered behaviorhttps://t.co/Jg7EcS77az |
| 2021-03-26 | When only a metaheuristic Optimizer will do…Python GitHub:https://t.co/1pEN84wnwe https://t.co/iSrp3v5lF5 |
| 2021-03-26 | Differential Machine Learning for Financial Derivatives Paper:https://t.co/oRWxrL1thGColab Jupyter Notebook:https://t.co/Xw29bfbvVC |
| 2021-03-26 | Simple Colabs Jupyter notebook using TensorFlow and Monte Carlos on optionshttps://t.co/O4JccMs0T5 |
| 2021-03-26 | Jupyter notebook to detect anomalies in time series using autoencoders.https://t.co/j4QuRGs84d |
| 2021-03-25 | alkymi âš—ï¸ - Alkymi is a pure Python library for describing and executing tasks and pipelines with built-in caching and conditional evaluationhttps://t.co/1cpjwRZAOQ https://t.co/jKqdz7vfzr |
| 2021-03-25 | Arc - open source data transformation pipelines for Jupyterhttps://t.co/70pnDhSoePGitHub:https://t.co/Bzdr1anTbP |
| 2021-03-23 | Automated market making #AMM in #DeFi markets - paperhttps://t.co/aLRRiPELoV |
| 2021-03-23 | Data Science in Julia for Hackers #ebookhttps://t.co/6nOB4HONQY https://t.co/MgBbF4K6fI |
| 2021-03-21 | Particle Swarm Optimization and metaheuristics in financial applications paperhttps://t.co/aSF8fWtduc(Un)Related Python #PSO implementationsSci-kit-Opt:https://t.co/YH3U3dmXLuPyswarms:https://t.co/nCoI2Wj0fGSwarmOps:https://t.co/hG4omPfvGS |
| 2021-03-21 | Deep learning with SMA technical analysis explored in this articlehttps://t.co/Ew7ShZK2BW |
| 2021-03-21 | 🔥 ‘Open Source Cross-Sectional Asset Pricing’Nearly 100% of the literature’s predictability results can be reproduced:Paper:https://t.co/6dJWA35rrrhttps://t.co/OwXnW2Z7gjR #rstats Code:https://t.co/5RPV34yFmgSignal Inventory, Excel:https://t.co/nwdjSdwGP2 https://t.co/jFn00FZeWH |
| 2021-03-20 | Alt-Ed, EdX for #ml, and analytics are trending upwards as traditional university enrollments are declining during the pandemic. https://t.co/CfoM6xt2kiGoogle professional certificates for data analytics (along with a range of other certificates) https://t.co/EBuRvSf5nP |
| 2021-03-20 | Hampel filters for outlier detection in time-serieshttps://t.co/7BQZNoLKhgSeperate but related pyHampel Python libraryhttps://t.co/3Qme1IOPkR |
| 2021-03-20 | New ‘Spatial Modeling for Data Scientists’ #ebook#flow #econometrics https://t.co/rrvVvdm7m3Pdf:https://t.co/TS79EP66jX https://t.co/4xVOJLqShC |
| 2021-03-20 | Adaptive smoothing splines using mgcv in R #rstats using Generalized Additive Models https://t.co/Wdaj2sRk4yAnd in Python with a Bayesian Twist Gammy:https://t.co/i7Eh2QmRO5And embedding GAM with a neural twist in NNs:https://t.co/LWIDYPvZDw +https://t.co/PoLi3pgfEn |
| 2021-03-19 | HedgeWeek perspectives on Digital Assetshttps://t.co/sCXCDhNBdQ#Crypto #Bitcoin https://t.co/0Lj1pNXPOs |
| 2021-03-19 | Darrell Duffie co-authored paper on Market Fragmentation - isolating market impact is one noted benefithttps://t.co/YzLjrIYNVG https://t.co/ygU3w3U9zJ |
| 2021-03-19 | ESMA Report on market structure trends and risks in Europe https://t.co/7suA31vF4y https://t.co/XSKp7ucCZa |
| 2021-03-18 | PECUZAL automatic embedding of univariate and multivariate time series / state-spacehttps://t.co/A9YSHdXh5BPython GitHub (albeit, performance optimization needed)https://t.co/XyzAjrv72d |
| 2021-03-17 | A crash course in Reinforcement Learning using TensorFlowPaper:https://t.co/EuOhLyCIAgJupyter Notebooks on GitHub:https://t.co/KrhVtqJTuh https://t.co/yg0TPMbFFn |
| 2021-03-16 | Swap curve fitting using TensorFlow Quant Finance (TFF)https://t.co/Mja3NcY5FChttps://t.co/LTYPUEeEDO |
| 2021-03-16 | Liquidity spillover effects of trades executed in European sovereign bond markets https://t.co/4jGSllrHL2 https://t.co/QxH0WVFdF8 |
| 2021-03-15 | To replicate or not, that is the questionhttps://t.co/H0ZNUCRdC5AQR authored paper on thematic / hierarchical factor replication - large global data set used https://t.co/ygodEnCt9g |
| 2021-03-15 | Simple synthetic time series generation - AR, sinusoidal…Python source:https://t.co/kzT34szPYaArticle:https://t.co/pB5RVRgcLZ https://t.co/QUSGy77sye |
| 2021-03-13 | Tokenization is good, to #NFT yourself seems wrong on several levels https://t.co/0Q7IakcUmg |
| 2021-03-13 | Regression tree ensemble model applied to volatility prediction - paperhttps://t.co/KvbO4Irkns https://t.co/f4YUEnnJhm |
| 2021-03-13 | Empirical working paper discusses using transformed options data and adaptive group Lasso to predict stock returnshttps://t.co/KvbO4Irkns https://t.co/dwKleODyqu |
| 2021-03-13 | Time-Series prediction - a new canonical wrapper for fbprophet, pmdarima, tsa, flux and dlm librarieshttps://t.co/Tplpj5q7lC https://t.co/R3cL3IeI2X |
| 2021-03-12 | WIRED on @lowercarbon and other catalyzers reshaping Silicon Valley dynamically with climate change https://t.co/zxEBaOXC49 |
| 2021-03-12 | Notes on #ML (for job interviews) https://t.co/4sjfgFgX3P https://t.co/XmCgKGfCuT |
| 2021-03-12 | Good deep dive on $FB microcosm: challenges to understand and mitigate impact of AI, bias, mis-and dis-information (and an internal project to understand societal impact). https://t.co/P4jtxMWXiP |
| 2021-03-12 | Illiquid asset valuation using synthetic dividend strips with private equity examples but with roader applicability (eg VC). R #rstats code & synthetic data:https://t.co/hiHIBsBCVQBlog post:https://t.co/PWRAFgHREYPaper co-authored by @arpitrage https://t.co/sAXgG4wu1r https://t.co/6WTzwIWAQa |
| 2021-03-12 | Stock draw-downs and draw-ups analyzedhttps://t.co/MszUUSFrGJ https://t.co/BVsf7C3XdG |
| 2021-03-11 | Naas (Notebooks As Automated Services) - Netflix open source notebook scheduling Python source:https://t.co/KoHElcAG2bRoadmap:https://t.co/DdPiU7U9VM#Jupyter |
| 2021-03-10 | A perspective on a Kubernetes & Kafka FIX stack for the modern age… https://t.co/fl5UtdANrI |
| 2021-03-09 | Probability of intraday trades analysis on ASX stocks#liquidity paperhttps://t.co/wLOBho0GfQ https://t.co/V4jgjd7ITz |
| 2021-03-09 | Yet another #ml paper on stock price prediction using Analyst ratings and other fundamental and technical features with references to prior studies https://t.co/LAMNtSA6iH https://t.co/i22RKl8DX8 |
| 2021-03-08 | Paper analyzes correlations between the price fluctuations of selected cryptocurrencies and social media activities using noise-correlated stochastic differential equations Fir time-series prediction.https://t.co/4kjlPm6KiU#ml #sentiment https://t.co/WDwV8DclSQ |
| 2021-03-07 | Market impact in Cryptocurrencies is explained in part by limit order book imbalance information (similar to stocks)“There is a higher probability of mid-price decreases in regimes with low values of order book imbalance, and vice versa”https://t.co/nOldXxUtFQ#Crypto #TCA https://t.co/l5sM7F1vBs |
| 2021-03-07 | You can’t see the forests from the trees…until you analyze the gaps in the forests. ForestGapR is R #Rstats #DataViz #ESG https://t.co/bsECJPF7WX https://t.co/wRofY752RO |
| 2021-03-07 | Extracting Forest Information from LiDAR data using R #rstats and #Shinyhttps://t.co/MNWw4naZpT#ESG #dataviz https://t.co/0kAa3NMeLm |
| 2021-03-07 | NBA Analytics seems to increasingly gravitate to ideas from the realms of econophysics, trade performance and risk management to analyze player performance https://t.co/5MrPOAwgoB https://t.co/ZxX0b7xayp |
| 2021-03-06 | #LOB recreation model (LOBRM) using deep learning to recover the Limit order book of five price levels for small-tick stocks from TAQ data. https://t.co/qgbl2vJg4b https://t.co/4TugmMKGFF |
| 2021-03-06 | Leaning in to ambiguity, patents as recipes and other unconventional views of IP | in #HBRhttps://t.co/ddAjJcL21d |
| 2021-03-06 | Bitcoin and S&P volatility with predictability - paperhttps://t.co/nTgXg5LUkA https://t.co/0lu5HWCJ7z |
| 2021-03-05 | On Synthetic Data generation using #GAN and #VAE methods https://t.co/stVY1NsEGI https://t.co/2BaP3d2v3X |
| 2021-03-04 | Optimal trading when volume is uncertainPaper (2020):https://t.co/gPhNg6JMNJJulia source code:https://t.co/Oe5htFKkHlMean-CVaR Framework (Vaes and Hauser) https://t.co/kd4iL785nw |
| 2021-03-03 | On Bond ETF Redemption Baskets | in FT https://t.co/vE8bUqXUMM |
| 2021-03-03 | Thursdays are for Turbulent Spreads in Treasuries | in FT https://t.co/zmNZsvMCC4 https://t.co/3dekg8PwCl |
| 2021-03-03 | Consumer finance datafication - blog posthttps://t.co/c6TA5sRX6f |
| 2021-03-03 | This recent paper “How to measure the liquidity of cryptocurrency markets?†has most of the well-known, well-quoted well-researched spread estimators in one place. https://t.co/EMt0N0qJTL The spread #liquidity estimators are useful across crypto, fx, equity & other markets |
| 2021-03-02 | Cost based market #liquidity estimators compared with CHL and other liquidity proxies - paperhttps://t.co/IxfSc278QL https://t.co/9hE36Yb5Ic |
| 2021-03-02 | New early-stage open source Python package for fundamental equity screener tools, Portfolio, Trade, Broker and other abstractions https://t.co/JjdBkPUDHq https://t.co/Ugr9rU6fKR |
| 2021-03-01 | U.K. Footfall pre and post lockdown as a measurement of FutureWork recovery and inflection | in FThttps://t.co/B3d6vCeqw3 https://t.co/nUXdtqaasY |
| 2021-03-01 | Corporate Bonds #tca paperhttps://t.co/CmRVPx7gKZempirical using #trace reporting https://t.co/K7nk9d0fSJ |
| 2021-03-01 | Citi GPS Report on Remote Workhttps://t.co/cVmQ9HQAwr https://t.co/Z6JPdfSIip |
| 2021-03-01 | JPMorgan Research ReportPerspectives on FinTech, Digital Transformation, #DeFI and Bitcoinhttps://t.co/MLQ65IWom5 https://t.co/w1MKWpNDe1 |
| 2021-02-28 | Feature-based representation of time-series. A feature-based approach avoids training a model directly on sequences of time-series values, but instead uses features computed in reduced time intervals to make the prediction or classification. - Paperhttps://t.co/vw52XOoEVH https://t.co/70b6t7GiLl |
| 2021-02-28 | Discrete Shapelet Transforms - paperhttps://t.co/NcL7TRki3b https://t.co/hJdcy9MnD7 |
| 2021-02-28 | @hedgefair Yes, would agree…Example:https://t.co/5ivUejbQmc |
| 2021-02-28 | @dannyrussell53 Paper by S Jaffard, P Abry, and H Wendt. Title in picture and link below:https://t.co/i6qn0EFJE3 https://t.co/pOY4O534d0 |
| 2021-02-28 | @boleroo Time-Series graph pattern matching in MOTIF building can involve fractoids or approximations of fractoids in time & space. But MOTIFs can also be based on other symbolic non-fractoid representations.Investment MOTIFs are thematic and defined by algebraic ops on time-series. |
| 2021-02-28 | Wavelet-based multi-fractal analysis of 1D signals implemented as a Python package https://t.co/UHq4JU67GC |
| 2021-02-27 | MK Motif algorithm finds pairs of motifs which are identical subsequences in a time-series which repeat more than once.https://t.co/9NJsYrH6C8And Mueen-Keogh paper https://t.co/4lYc1uqP9CProbabilistic methodhttps://t.co/7hXQduSRFE and paper https://t.co/7hXQduSRFE https://t.co/HPTOMnPt4c |
| 2021-02-27 | Online tool to create synthetic indexes - enombichttps://t.co/tBdtnFGSyHhttps://t.co/MabaGCxRSN |
| 2021-02-27 | 36 Trading volume / signal dispersion anomalies - paper https://t.co/XMMETwoME1#alpha #tca https://t.co/gijGIOfCxH |
| 2021-02-27 | REIT Trading Signals based on their options - paperhttps://t.co/h6wt7iztHJ https://t.co/DMHUOjrG4o |
| 2021-02-26 | Portfolio Optimization Vs Trading Ruleshttps://t.co/M8poEcqqTW |
| 2021-02-26 | Stock Tweets - features and credibility analysis - random forest based classifier - paperhttps://t.co/IrivgvQCrG#ml #nlp https://t.co/0toBP3rRe0 |
| 2021-02-26 | Spikey Cybersecurity hack detailed in this paper:https://t.co/rqgNxaKnQx https://t.co/lGDX0GOQ1b |
| 2021-02-25 | R package HighFreq for intra-day and high-frequency trading analysis - OHLC bar and trade and quote (TAQ) datahttps://t.co/r37QvMUqVA#rstats #hft https://t.co/ZA499UFtCL |
| 2021-02-25 | Refinitiv, now an LSEG Company is hiring Financial Engineer / Data Scientist who can code in Python talent to join our growing team in Gdynia to help build the next generation of financial applications and workflows using machine learning, natural languag…https://t.co/ZhAlGgv0Ki |
| 2021-02-25 | New Command driven stock screening, technical analysis / prediction open-source terminal in Python using APIs or scraping low-cost or free data sourceshttps://t.co/UmQyOK6TaC https://t.co/pqB9bRTQ7v |
| 2021-02-24 | Non Fungible Token Art and Beeple where the physical manifestation of Art is not the feature, ‘it is the bug’.#crypto #defi #nft #Beeple https://t.co/CgIO4Fe3afhttps://t.co/qhSHdxhaHY https://t.co/CjxtE9wVXu |
| 2021-02-24 | @SalArnuk Sometimes the block is enough to fully absorb the parent order, when that happens, 100% market impact is avoided for zero leaves by that large print on the tape. Blocks are a very good thing when you can get them and avoid the flow predators, even in 2021. |
| 2021-02-24 | ‘Uncertainity in Renewable Energy Time Series Prediction using Neural Networks’ - paper https://t.co/Al9yo79K8L |
| 2021-02-24 | Statistics and Machine Learning in Python #ebook with illustrated Python examples:ftp://ftp.cea.fr/pub/unati/people/educhesnay/pystatml/StatisticsMachineLearningPythonDraft_202007.pdfOrhttps://t.co/9KnwtffIDf https://t.co/CAcRSMK80A |
| 2021-02-24 | Dissertation - ‘Deep Learning for Time Series Prediction & Decision Making Over Time’For multi-horizon forecasting, the Temporal Fusion Transformer (TFT) is detailedhttps://t.co/vkEcpq5Dxa https://t.co/CjYnzP7MnJ |
| 2021-02-24 | ML for Trading #ebook - introductory course textbookhttps://t.co/3Bt5xY1a3z https://t.co/jiybwYz7BW |
| 2021-02-24 | The density of trading agents - aka ‘concentration’ and market impact effects - #TCA paperhttps://t.co/6DrTiOIh3d https://t.co/quTu4c7ByS |
| 2021-02-24 | Multiple level limit order book order flow imbalance and market impact in simulated markets - #TCA paperhttps://t.co/Li3FWbBbST |
| 2021-02-24 | Cointegration of financial time-series using CointAnalysisPython code:https://t.co/2bs2wB4ttM https://t.co/zwF5ZlgZSS |
| 2021-02-24 | Fracdiff: Fractional Differentiation processes time-series to a stationary one while preserving memory in the original time-series - performance optimized https://t.co/N7m4VWjVDCAnd example here:https://t.co/XdcWcCwZgP https://t.co/PCUULiho9v |
| 2021-02-24 | Stratchery on AWShttps://t.co/x1UZerKtpn |
| 2021-02-23 | Crypto examples illustrating time-series persistence on QuestDb (~ Postgres)https://t.co/PwYwOKfowYhttps://t.co/ud1hqICo8phttps://t.co/V8RkHi9ZXGhttps://t.co/Csup3FSDxF https://t.co/T2qd5srhst |
| 2021-02-23 | A blog post on AI ethos at a small trading firm in the UK https://t.co/ZMdwjpwK0x |
| 2021-02-23 | @thienan496 Here is a link to Python code for CMA-ES to make it accessible to those facing non-convex, ill-conditioned, multi-modal, rugged, or noisy optimization problems in continuous search spaces.https://t.co/ZuN8AJzYTK |
| 2021-02-22 | @arxivabs Thanks,It’s a good abstract. I wish more effort was made to providing direct links to code and data-sets. The paper provides a link to the Zendo data set but the abstract page misses it. Code that might be relevant could be included. The empty slot is there for links. https://t.co/ElsrWHrWpq |
| 2021-02-22 | Entity linking on Reddit - 17,316 Open Entity Dataset Paperhttps://t.co/AOSI2F3bRBData Set:https://t.co/XguArqbaDS~ Code:Multi-Relation Named Entity Linking https://t.co/ZERWzBXLwNMinerva Network Meanderinghttps://t.co/mjPVs5hJuITwitter:https://t.co/3giDxGxgst https://t.co/qwQsSJ1hwe |
| 2021-02-22 | Bitcoin and Covid-19: wavelet coherencehttps://t.co/FEA0YcoPdjpyCWT Python library that could be used to reproduce similar grinstead wavelet coherence analysis https://t.co/1oCjAe2nB2 https://t.co/WPfSDyzX0l |
| 2021-02-22 | Predictive Power $PPS vs Correlation measure / metric:https://t.co/3QVtyC5Ep7 https://t.co/WJdEaOmTfm |
| 2021-02-22 | Stochastic model of trading costs - #TCA Paperhttps://t.co/75iV4Ibb30 https://t.co/zXjGM5XERt |
| 2021-02-21 | ‘The Impact of ETFs and Index-Tracking and Passive Strategies on the Fixed-Income Market’https://t.co/HmBz3VDPtz https://t.co/KQQULgIj8x |
| 2021-02-20 | Short paper on current fixed income market structure - treasuries, corporates, CDSs…https://t.co/a8ygUlq3HL https://t.co/qi7Tezi7uK |
| 2021-02-20 | Order imbalance in #Cryptos article with embedded Python code snippetshttps://t.co/nOldXxUtFQ https://t.co/6S1vQi4uNw |
| 2021-02-19 | Electronic bond trading surge post Covid19 profiled here:https://t.co/K48LCoXKs2 |
| 2021-02-19 | Machine Learning #ebook https://t.co/ZoiQh5Fb7l https://t.co/h3HjOZ38s5 |
| 2021-02-18 | Reddit, WSB and analyzing bullish and bearish stock sentiment propagations - paperhttps://t.co/9B7pkQc4ZT https://t.co/7hwzursQPQ |
| 2021-02-17 | State Street research paper innovates by using single-period correlation to address the problem of time-varying autocorrelations and lagged cross-correlations of stock and bond returnshttps://t.co/QAlIy3uERs https://t.co/mmvXNZHQll |
| 2021-02-17 | Hyperparameter sweeps with TensorFlow and Keras detailed in a #Colab notebook: https://t.co/AFX9TyEUv6 |
| 2021-02-17 | Python Numerical Methods #ebookhttps://t.co/cKl78WKQay https://t.co/mn3TzZgd7L |
| 2021-02-17 | Presence of jumps and co-jumps for 54 Cryptocurrencies analyzed in this paperhttps://t.co/ggEXM6nhXd https://t.co/26FrglPiXB |
| 2021-02-17 | Herding behavior and overconfidence for stocks in China represented and modeled by complex graphs - paperhttps://t.co/6tqsInznMK</a>#dataviz #network https://t.co/B6v1yHS9MR |
| 2021-02-17 | Reddit NLP stock sentiment analysis with TensorFlow, Vader, Fourier Transforms and Reddit data api - praw Article:https://t.co/WyddIu6MQpPython source:https://t.co/JQ4HBx3VAZData for reproducibility:https://t.co/JQ4HBx3VAZ https://t.co/GGabB46NHU |
| 2021-02-17 | FCA paper on Dark Pools in stock Trading#TCA#marketmicrostructurehttps://t.co/aAn6GPG5Ji https://t.co/PJiGzRB9mM |
| 2021-02-16 | BigTech in bankinghttps://t.co/kYKhKydhhl https://t.co/GrDORdd9Gl |
| 2021-02-16 | News sentiment correlation networks for stocks - paperhttps://t.co/ZaEZectLaI https://t.co/tEVSxTcJiU |
| 2021-02-16 | Amazing interactive #dataviz of college syllabus materials and textbookshttps://t.co/JK3wzgJqA3 https://t.co/XLGkRkc4pJ |
| 2021-02-16 | Synthetic Time-Series with TimeGANhttps://t.co/oZNKBLwUNthttps://t.co/Gq8jVHbia6https://t.co/aKJK7RJzua https://t.co/EUKgvUNtAy |
| 2021-02-16 | ‘A course in Time Series Analysis’ #ebook with R examplesBy Suhasini Subba Raohttps://t.co/NIreVt9PUL#rstats https://t.co/SwxptNwTWL |
| 2021-02-16 | Automating simple price action rules for breakouts and technical conditions using a python library called Stolgo https://t.co/VwKIRAQ180 https://t.co/OojPtej1nF |
| 2021-02-16 | Impact of #AI on corporate strategyhttps://t.co/hS2qIf1okr https://t.co/mGlF3mnnnb |
| 2021-02-14 | Modeling impact of a social network in China https://t.co/Qln5E7Ivdc (xueqiu literally means “snowballâ€) on stock trading - #PLOS paperhttps://t.co/SKM5gmFVdZ https://t.co/JgHbO35YY9 |
| 2021-02-14 | Sunday’s are for streaming shoutouts using StreamlitYou only look once #YOLO:https://t.co/S0ZSnfh5GnAndSelf-drivinghttps://t.co/0h3WXcED3H#OpenCV #Python - https://t.co/Mi9XSmIdwp https://t.co/4LHzPLacwI |
| 2021-02-14 | TransLoB - Transformers for Limit Order Books - architecture uses a causal convolutional network for feature extraction with masked self-attention - with hyperparamers for FI-2010 datasetPaper:https://t.co/Xp58CgzHGrPython TensorFlow:https://t.co/FPNrvbG0II#lob https://t.co/IUWsvSgjku |
| 2021-02-14 | Deep learning applied to Bitcoin limit order books #lobPaper:https://t.co/0VFGx11eGcGitHub Jupyter Python TensorFlow code:https://t.co/mjFvA4Ze1Q#Crypto #lob #paperswithcode https://t.co/25uOKDJ57r |
| 2021-02-14 | DeepLOB - convolutional filters & LSTM models spatial structure of stock limit order books #lob Paper:https://t.co/aCC49Vyp98https://t.co/UPxk7ssiCOPython / Jupyter (Keras / TensorFlow code):https://t.co/jV7rnPSVEMFI (2010) dataset:https://t.co/vnbcsPYEsh |
| 2021-02-14 | Computer Vision in a Jupyter Notebook, in this case, #colabs using TensorFlow#OpenCV https://t.co/wP98NOwMS5 https://t.co/6s7hThLkwg |
| 2021-02-14 | Continuous Trend Labeling of financial time-series for machine learning based predictions - paperhttps://t.co/XtoWMMKz9f https://t.co/XZUDK3v2qo |
| 2021-02-14 | Modeling #lob (market and limit order book) dynamics in Bitcoin wIth simple equations - paper:https://t.co/UDq8OTF7za https://t.co/vmSnK01Y1A |
| 2021-02-14 | Black Box model risks inclusive of adversarial attacks - paperhttps://t.co/Bw3qbcgUvk https://t.co/sstMRxEFpo |
| 2021-02-14 | Stock liquidity proxies - #TCA paper https://t.co/P8w8QcqqoW https://t.co/qBUjU17Fkh |
| 2021-02-14 | Rolling correlation, average order book volume and market impact analyzed for stocks in Japan - #TCAhttps://t.co/ciHPnjFTrn |
| 2021-02-13 | Predatory TradingIn Corporate Bond Markets - paperhttps://t.co/yfCwkyrNQH https://t.co/6M2WpaxLrl |
| 2021-02-11 | Dissertation on ‘Market Efficiency, Behavior and Information Asymmetry: Empirical Evidence from Cryptocurrency and Stock Markets’#crypto stylized facts / efficiency asymmetric information paperhttps://t.co/daWS0Y8HM1 https://t.co/yFmXeuQnG8 |
| 2021-02-11 | Cross impact for exchange traded derivatives - VIX, S&P #TCA paperhttps://t.co/IIctasxWu1 https://t.co/nksEOvXAS1 |
| 2021-02-10 | WIRED on mutations and recombinations and the surprising evolution of the B117 variant of #Covid19 https://t.co/gfa9z1Msw2 |
| 2021-02-10 | Here is a curated list of AI #ML Video Courseshttps://t.co/9aG4DOvNcy |
| 2021-02-10 | And if you prefer, symbolic regression in Python - pysr https://t.co/FNjXRgq1pd https://t.co/kK24bHJdGj |
| 2021-02-10 | Deep Symbolic Regression in open sourcePaper:https://t.co/NZKC1iZfTcPython GitHub:https://t.co/HKWU36WtDi https://t.co/ioQlbtKBSZ |
| 2021-02-10 | 15 Papers From Google AI Research Accepted By NeurIPS 2020 https://t.co/lTKFa4m6hG |
| 2021-02-10 | Symbolic Regression in Juliahttps://t.co/qo8wXnnyM4 https://t.co/bG3jXEZPUq |
| 2021-02-09 | TheEconomist on Payment for Order Flow #PFOF in market microstructure https://t.co/9rM0GMM0Fy https://t.co/VXYTWBMRtO |
| 2021-02-09 | @see_jeff_tweet LOL! I. have. no. words. Links reveal themselves to me. https://t.co/srXEgib9rL |
| 2021-02-09 | Algorithms for Decision-Making #ebook with Julia code https://t.co/TnZY5ApZ1NPDF:https://t.co/rHiJs8cDcf https://t.co/UEHVNLeW8Z |
| 2021-02-09 | Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification - paperhttps://t.co/rKiqc4EfK5 https://t.co/phegw9r6gk |
| 2021-02-09 | On DeFi Financial Markets | St. Louis Fed research report https://t.co/dJs4Kvwk4B |
| 2021-02-09 | @nope_its_lily @dnegrin @6_Figure_Invest New Limit order book dynamics are confounded by retail - eg for Gamestop and Tesla and how to explain complex behavioral and PFOF impact on the system. Research of course is flowing in this direction as well to complement agent and pure #lob models. https://t.co/huMdcS3Yv3 |
| 2021-02-09 | @nope_its_lily @dnegrin @6_Figure_Invest Thanks for the follow - if you search my name @carlcarrie and #lob in Twitter you will find all the limit order papers I have posted. Hope that helps a bit. |
| 2021-02-09 | @nope_its_lily @dnegrin @6_Figure_Invest Directional indicators from limit order book #lob information can be sourced from many related ideas:Aggregations of order imbalance https://t.co/9zJGavJQwf Impact & reversion effects https://t.co/YpDuAERldQReduced form Level 1 approximationshttps://t.co/rRxhaAKw86… |
| 2021-02-07 | Paper on Australia Dark Pool dynamics and when spreads in lit markets are a factor in order placement decisionshttps://t.co/SXSpUJALcl |
| 2021-02-06 | Quantification of the Self… https://t.co/UyKQcVrYzS |
| 2021-02-06 | Paper analyzes short term profitability of Bitcoin using Variable length Moving Average Strategies and Geometric Average Trading Period Returns #BTC https://t.co/YSl2x79Kd3 https://t.co/wcKRfXe0OG |
| 2021-02-06 | And a related set of perspectives on #CartaXhttps://t.co/JFtuz6v7wy |
| 2021-02-06 | CentroidNN for unsupervised few-shot learning / clustering converges much faster than conventional algorithms with compatible clustering quality. https://t.co/wpqnGRTCZFGitHub Python Source:https://t.co/P1mjHYo8zYJupiter Notebook:https://t.co/u6Pte7l18E |
| 2021-02-06 | ModelX is a reimagination of spreadsheets as formula-centric objects that are interoperable with Pandas in open source Python https://t.co/Yg36woFUS1Github:https://t.co/ToOwvcLtR0 |
| 2021-02-06 | Perspectives on an Omnibus Custody Model for #Crypto https://t.co/vKZyDFzgAJ |
| 2021-02-06 | Explainable self-adaptiveforecasting: multi-step forecasts of multiple-related time series. [DeepAR] with SHAP pipelines for interoperability. Engineered on AWS, Dockerized and Pythonichttps://t.co/5IBbJqSSDEVideo:https://t.co/hrroSIQ1oa https://t.co/JitAcyxCvh |
| 2021-02-06 | Intro to eXplainable AI #XAI https://t.co/f2EQZQ4Go2And referenced #ebook on interpretable AI models by @ChristophMolnarhttps://t.co/IAIOLoeRxK |
| 2021-02-06 | WIRED on #DataPrivacy erosion via fused interconnections of sensors, eyes and algorithmshttps://t.co/SGRLWiOcGC |
| 2021-02-04 | Numerical methods - papers with code https://t.co/Ay9oSm8hxi |
| 2021-02-04 | On the CartaX Exchange and the new emerging market structure for private shares https://t.co/65MdGxDHOohttps://t.co/s6JJImBe4C |
| 2021-02-03 | Tim Cook opines on data privacy and big tech | in GQ‘Rampant disinformation and conspiracy theories juiced by algorithms’ https://t.co/B7nCXNYx7p |
| 2021-02-02 | On commercializing GPT-3https://t.co/NAO0KKSLhm |
| 2021-02-02 | Perspectives on ESG | in HBRhttps://t.co/t4K5kp0R2b |
| 2021-02-01 | Re: Data Ecosystemshttps://t.co/06rt5oqvj8 |
| 2021-01-30 | Market Microstructure Essayshttps://t.co/PKXjdmKMxm https://t.co/ncVsIReUMa |
| 2021-01-30 | Dark Pool - information - jumps, cumulative returnshttps://t.co/rj0kbF2kej https://t.co/mnLhAZjI0P |
| 2021-01-30 | Carbon-Credit - a proposal for a blockchain-based ecosysytemhttps://t.co/RjM2H90bq5 https://t.co/lZw2gFJiTU |
| 2021-01-30 | A paper on a new multiple-input deep neural network model, called MICDL, for the prediction of a cryptocurrency price and movement. https://t.co/Uq9NQ4Lavu https://t.co/KDt7maHIVk |
| 2021-01-30 | Stochastic market impact and fast reverting signalshttps://t.co/URWVgp4qSR#TCA Paper, optimal execution https://t.co/g9tt16YVky |
| 2021-01-30 | NBER paper on Cov-19 lockdowns and the network evolution of stock prices globally analyzed with #datavizhttps://t.co/83R6eFCDsG https://t.co/1TE3IDC45u |
| 2021-01-29 | Gamma Squeezes are now being discussed by dentists, doormen, and day traders… https://t.co/ZwrpYtWtgH |
| 2021-01-28 | Free and open ESG Scores as easy as typing the company namehttps://t.co/Cvnql2CRxFAnnouncement:https://t.co/QCsPfMMJeh https://t.co/GW16vDMtfR |
| 2021-01-28 | Bond ETF Niche is a powerful one for Jane Street https://t.co/m0EH6Z5Hn2 https://t.co/L9ucUrP2Sy |
| 2021-01-28 | Grayscale Eyes DeFi Space With New Trust Filings https://t.co/khaikKsCxn#Crypto |
| 2021-01-27 | Patents, The Pais Effect, and UFOs?https://t.co/nRrVOA81Lx |
| 2021-01-27 | Collection of COVID-19 related data setshttps://t.co/KQLgRwpaHZ#opendata |
| 2021-01-27 | Clean energy company price prediction using Random Forest and Tree-Bagging #ml paperhttps://t.co/AToFxvzzzB https://t.co/owsqxZmxGY |
| 2021-01-27 | Dynamic factor model applied to classification probability prediction (CPP) of stock returns #XGBoost #ml https://t.co/SNFf4GCs1L https://t.co/MpTzOYaMU6 |
| 2021-01-27 | Paper uses dynamic time warping (DTW) and a genetic algorithm (GA) to predict index VWAP (e.g. KOSPI 200) https://t.co/VXN57JJMAe https://t.co/0XlRoWiKZx |
| 2021-01-25 | Deep reconstruction errors, anomaly detection in time series - financial, twitter, IoT, … Paper #unsupervised #ml https://t.co/DYjzCuN73S https://t.co/bFpvmiP9KV |
| 2021-01-25 | Corrected #HMM Paper link here:https://t.co/wxPVqOgv59 |
| 2021-01-25 | mt5b3 - aka intelligent Automated Trading - paperhttps://t.co/9e7zHgjC2N https://t.co/JZOzBlspY1 |
| 2021-01-25 | Hidden Markov Market #HMM of Stock Portfolio Construction using Factor Compositionhttps://t.co/XdGmHv4dWL https://t.co/7WEpeWWZlu |
| 2021-01-25 | NBA Shooting Motions Analyzed (with Data)https://t.co/XdGmHv4dWL https://t.co/3oimEYk1Qc |
| 2021-01-24 | Paper on Bitcoin #lob dynamicshttps://t.co/UDq8OTF7za https://t.co/ZhdQqBPUzU |
| 2021-01-24 | Medical Time Series Automl - ClaAIrvoyance vs the field (cesium, tslearn, seglearn, tsfresh, pysf, sktime, pyts)https://t.co/xlV88CBQ6I https://t.co/0A8FkvJOvU |
| 2021-01-24 | Synthetic replication of long index futures strategy using options, Kelly Criterion and an LSTM model to predict returnshttps://t.co/10oHdjtpw1 https://t.co/gI6uCnDbua |
| 2021-01-24 | Technical Analysis applied to Cryptocurrencies analyzed (14k+ technical heuristics rules) - paperhttps://t.co/RKWIf56QL0 https://t.co/T5OtwNuWfg |
| 2021-01-23 | https://t.co/eEebE85L6n - Serverless Analysis ToolkitAsset management related functions:https://t.co/deWbgIX43oPandas extension:https://t.co/d3Dq2ETpToRestful API;https://t.co/XSE02pXUDF |
| 2021-01-23 | Venturebeat opines on heightened Language AI opportunities #NLP #NLG #Chatbot https://t.co/dmPayusJmV |
| 2021-01-23 | Synthetic assets formed by using the actual stock and a replicating asset constructed from factor models, without the need to find real assets with similar properties for statistical arbitrage.https://t.co/7Y1ql5NQeJ |
| 2021-01-23 | Paper on intraday stock return patterns conditional on observed overnight returns - paperhttps://t.co/7EILHzKB9j https://t.co/qZ5U1i9XiG |
| 2021-01-23 | Intraday market microstructure and stylized facts paper:‘However, in contrast to the ∪-shaped volatility and price patterns found in calendar time, trade-time price impacts and return volatility fall sharply from open to close.’https://t.co/UPjrTTKxY3 https://t.co/MyDlPOwvAP |
| 2021-01-23 | A very visual introduction to machine learninghttps://t.co/bJJN3JXS9A https://t.co/fjEkFHaGfZ |
| 2021-01-23 | Commodity futures & macro-links to realized volatility paper: - economic policy uncertainty (EPU), - economic surprise index (ESI), - default spread (DEF), the investor sentiment index (SI), - volatility index (VIX), - geopolitical risk index (GPR)https://t.co/S0wuFpjowM https://t.co/vZC2TWyYZB |
| 2021-01-21 | Double Spend Vulnerability in Bitcoin… https://t.co/kHDFj9xeuz |
| 2021-01-20 | Dimidium, Oumuamua, oh my…The New Yorker https://t.co/5tI9L6WkxS |
| 2021-01-20 | And in the same thread, DataSets as Data Version Controlhttps://t.co/H9RpHF3zDu |
| 2021-01-20 | DataSets explored and modeled as Dags in Git repos https://t.co/kHVOHfccT4 |
| 2021-01-20 | @ischmerken on #AltData ecosystemshttps://t.co/3IIIYvplLF |
| 2021-01-19 | Cryptocurrency vs Currency Liquidity paper:https://t.co/trffXMPsrK#KNN https://t.co/liBUth9guc |
| 2021-01-19 | Tensor Quant Finance - Python GitHub:https://t.co/LTYPUEeEDOswap curve fit Colab example:https://t.co/Mja3NcY5FC |
| 2021-01-19 | LidR for Forestry Analysis and #DataViz in R#Rstats https://t.co/Z3iIk7FCA3 https://t.co/ArbSWqYdRr |
| 2021-01-19 | Not quite GPT-3. But then GPT-NEO is open.https://t.co/1RjkZeYBqC https://t.co/pZOO8pF3EE |
| 2021-01-19 | The Datafied Family and Surveillance Capitalismhttps://t.co/wcnYipQNqH#privacy |
| 2021-01-18 | Paper on {Papers on liquidity} Analyzedhttps://t.co/f7HR3Bx9XC https://t.co/bKwoSiEG8M |
| 2021-01-17 | Multiple risk-off indicators are firing, but who is listening? https://t.co/6Eb0TDgVtb |
| 2021-01-17 | QuestDB is the latest open source database for time-series Works w/ Python https://t.co/yNWi46hGYt- augments SQL for time-series with native extensions. - exposes a PostgreSQL wire and InfluxDB protocol via REST- supports InfluxDB Line Protocol.https://t.co/KTs6hFoWMl https://t.co/Eijx1TyH8J |
| 2021-01-17 | Shapash for model explainabilityPython Github:https://t.co/FUwi1u0aAF https://t.co/PEUJkGYiO4 |
| 2021-01-16 | Corporate Responsibility Ranked / #ESGhttps://t.co/vik3YcABQd https://t.co/uzktFHZMyu |
| 2021-01-16 | Saturdays are for great for Smoothing SeriesKalman Smoother paper with automated tuning:https://t.co/MUbXhOPesfPython GitHub:https://t.co/42SGsshMChKalman smoothing problem, with missing observations, as a simple least squares problem |
| 2021-01-16 | Optimal portfolio execution for illiquid stocks and markets modeled with HJB PDE - #TCA Paper https://t.co/kfgIUWmBMe https://t.co/YtWx4s6tUK |
| 2021-01-15 | Ode to Data Engineershttps://t.co/5wX46gnchj https://t.co/O36i2P1qJH |
| 2021-01-15 | Fluent TensorFlow for tidy #ML Pipelines in Pythonhttps://t.co/dDfwR06LUb https://t.co/FQf2tAaXdo |
| 2021-01-13 | A multi-source information-fusion stock price prediction framework based on a hybrid deep neural network architecture (Convolution Neural Networks (CNN) and Long Short-Term Memory (LSTM)) named IKN-ConvLSTM.Paper:https://t.co/mBqoKuM9zT https://t.co/cPZ2OM1vAs |
| 2021-01-13 | FT on regulating DeFi Banks https://t.co/l2oCrCX7Pm |
| 2021-01-12 | FOMC Trading day volume analysis - paperhttps://t.co/22EPeVTHiW https://t.co/mflXBFtq6q |
| 2021-01-12 | Market impact and cross impact across stock markets analyzed in this #TCA paper#OFI order flow imbalancehttps://t.co/X9QH4eThUp https://t.co/07QOrVbsHH |
| 2021-01-12 | @QuantRob Go for it :) ! |
| 2021-01-12 | @mikeharrisNY There are also a litany of similar real-time VWAP slippage patents that overlap. Easy to find, but hard for patent attorneys to differentiate non-obvious novelty from generalized industry practice:US7818246B2US20190295167A1US7440920B2 US8442885B1There are many others. |
| 2021-01-12 | @mikeharrisNY I’m not a lawyer, but my understanding is that there is only a specific prior art carve-out for one year:“(1) DISCLOSURES MADE 1 YEAR OR LESS BEFORE THE EFFECTIVE FILING DATE OF…â€https://t.co/0Nu1107myc |
| 2021-01-12 | Today’s dubious FinTech patent:Re: Patenting Real-time VWAP Patent #: US2020/0402174A1Tracking trade performance in real-time using VWAP is prior industry art and has been implemented for about 20 years!https://t.co/6JnWSUOwAb https://t.co/sS58sFIJMH |
| 2021-01-12 | FinRL - deep reinforcement learning (DRL)Paper:https://t.co/Fzs4GyTfD6Python GitHub:https://t.co/943dtLJF9CJupyter Notebook Examples:- Portfolio Allocation:https://t.co/LLHrR7Zq73- Stock Trading:https://t.co/h3u3tAu3cr- Crypto:https://t.co/KHDqcIFmS4 |
| 2021-01-12 | Comparing the volatility predictive abilities of some time-varying volatility models such as the stochastic volatility (SV) and exponential GARCH (EGARCH) models. #Paperhttps://t.co/oV9x2rEtrt |
| 2021-01-12 | KNN vs Autoregressive predictions of Currency vs Cryptocurrency Liquidity - #ml paperhttps://t.co/ifpxCDEt3q https://t.co/4moiOQN2NP |
| 2021-01-12 | Modeling the best NBA players using RAPTOR: https://t.co/sdhPfAAUIARaptor model details:https://t.co/wUaIhEYZmH https://t.co/Mg397ifoQA |
| 2021-01-12 | NNI is Microsoft’s newest Python-based AutoML entrant with the ability to automate Feature Engineering,  Neural Architecture Search,  Hyperparameter Tuning and Model Compression.https://t.co/rSywdDMl86 https://t.co/rHYnpHEMQn |
| 2021-01-12 | When Microsoft rethinks Python’s Pandas scale and processing power, all in the context of the cloud - Magpie paperhttps://t.co/5TU3RUZ1Ua https://t.co/baWDCPDjgp |
| 2021-01-12 | Alibi-Detect - outlier detectionPython Source:https://t.co/LP92ywumHADocumentation:https://t.co/DAHmUKnJToFbProphet time-series prediction Jupyter example:https://t.co/XF4NosdPZj https://t.co/0V1ymwFXXA |
| 2021-01-12 | ‘Introduction to Python for Econometrics, Statistics and Data Analysis’ #ebook with video linkshttps://t.co/dT7lPEPlQn https://t.co/VTsT2521dV |
| 2021-01-12 | Cryptocurrency Trading - a broad profile of trading exchanges, systems, libraries and other aspectshttps://t.co/s9qD6rfbgq https://t.co/P1fiTUm9ck |
| 2021-01-12 | The Quest for Privacy in search yields a new search engine…https://t.co/6iXf49Snry |
| 2021-01-10 | Using a generative model to re-identify individuals is just too easy…“Using our model, we find that 99.98% of Americans would be correctly re-identified in any dataset using 15 demographic attributes”Privacy Paper: https://t.co/rI2YVF1Hy5 |
| 2021-01-09 | @Kamin_1981 But, if you are trading, you will probably want to look at more depth of data and have higher confidence in the quality of how ticks are filtered and rolled up to minute granularity. It is tricky depending on trade types, contract rollover logic, etc. |
| 2021-01-09 | @Kamin_1981 You can get up to 7 days of minute bars using scraped data off of Yahoo using the popular Python open source yfinance library. So, for E-mini S&P Futures:import pandas as pdImport yfinance as yfdf = https://t.co/TbhBTuv8jA(‘ES=F’ , period = ‘7d’, interval = ‘1m’)print(df) |
| 2021-01-09 | If you don’t have access to a market data terminal and you need simple analytics on Cryptos then https://t.co/v13Sqml50W may be useful:trades per minute:https://t.co/2gWtfTMZu2consolidated limit order book:https://t.co/OyAucLJ9dIbid/ask spreads:https://t.co/2z3SGy7KVz https://t.co/Oj7B1rNjX9 |
| 2021-01-08 | Paper models market impact in continuous time and integrates market makers#TCAhttps://t.co/M93NnEPnpR |
| 2021-01-08 | Crypto Asst Class now @ market cap of $1 Trillion https://t.co/AAzxwK29tR |
| 2021-01-08 | Full information trade classification model for high-frequency matching of trades #lob #hft paperhttps://t.co/Mj1pB9Czlf https://t.co/lJdaY9IaVN |
| 2021-01-08 | Paper explores impact of investor attention on idiosyncratic risk in the cryptocurrency markets.https://t.co/PspWKinDJq https://t.co/iW8TFlq6YX |
| 2021-01-08 | Return to work new normal?https://t.co/5dMzE4XQLJ https://t.co/9feXckOXnt |
| 2021-01-06 | Article: Recovering Accurate Implied Dividend and Interest Rate Term-Structures from Option Priceshttps://t.co/vF7VCSKJRh |
| 2021-01-06 | DALL·E: Creating Images from textDALL·E is a ‘portmanteau of the artist Salvador Dalà and Pixar’s WALL·E. is a 12-billion parameter version of GPT-3 trained to generate images from text descriptions, using a dataset of text–image pairs.’ #gpt3 #nlg https://t.co/AaOgRaJlLM |
| 2021-01-05 | PFMIs, Stablecoins and parasitic behaviors https://t.co/vtgCOZTMRf#Crypto |
| 2021-01-05 | Z-scores applied to vwap and twap benchmark slippage is obvious and not novel and should not be protected by a patenthttps://t.co/6qaxiVbeFy https://t.co/zj8x8JmqeF |
| 2021-01-04 | Growing list of FinTech companieshttps://t.co/kIiTddP0ix |
| 2021-01-02 | Ruptures is for change point detection of non-stationary time-series in signal detectionPython Github:https://t.co/KN5asMBJ4zPaper:https://t.co/NlL6lrddlSIntro:https://t.co/W1ZH8LyfNM https://t.co/UnWcuWzDu3 |
| 2021-01-02 | ‘Feature Engineering and Selection: A Practical Approach for Predictive Models’ #ebook (2019)https://t.co/02zD0dphC8 |
| 2021-01-01 | NYT - The strange markets and social equity retrospective of 2020 https://t.co/oS5wRlccoI |
| 2020-12-31 | Chip Huygen @chipro blog post on real-time MLhttps://t.co/Jfvi8YaLPE |
| 2020-12-31 | RemixAutoML R prediction library with feature engineering and popular *boost modelshttps://t.co/88wAk2SzaRGitHub #rstats codehttps://t.co/QcMwmKj5Q3 |
| 2020-12-30 | Python Code for AI: Foundations of Computational Agents #ebook https://t.co/fXvGA02srj https://t.co/4F81ldr8lA |
| 2020-12-30 | Interesting strategic analysis of Google’s ‘Maps’ MOAThttps://t.co/0xEe5Z4dAx |
| 2020-12-29 | Modeling DeFi lending - #Crypto paperhttps://t.co/USBDwU2hSw https://t.co/xlALryqZmC |
| 2020-12-29 | Time-varying seasonal structures in time-series extracted and memorized by a HMM modelPaper:https://t.co/MhI3Z4iTuBGitHub Python code:https://t.co/oW3jjsdbaC https://t.co/XUvRM7VD15 |
| 2020-12-29 | Short term-alpha from order / trade flow signals - 2018 notes by DB practitioner https://t.co/B9zWWs3Shr |
| 2020-12-29 | Crypto prediction paper describes using spread, trade and order flow dynamics and other classic price based featurization and log, moving average and diff variantshttps://t.co/Q0ZeMnvzV8 https://t.co/edlHcnB3cL |
| 2020-12-29 | #HFT in stock trading is much more complex than multi-dimensional chess as these two papers illustrate144 dimensional featurization of tick data https://t.co/u6KLgNUG4W and the derivation of very-long short term memory network (based loosely on LSTM) https://t.co/b7cbxUcJXJ https://t.co/qCAnqtj5Td |
| 2020-12-29 | Multi-agent, order flow imbalance with market impact #TCA #lob #MLOFI paper:https://t.co/Li3FWbBbSTRelated Python GitHub:https://t.co/ydrJfYUUNo https://t.co/Vi9ppA4vmA |
| 2020-12-29 | Extraction attacks from large language training datasets#cybersecurity https://t.co/rv207QGQXx https://t.co/Mz6FzBo7L1 |
| 2020-12-28 | State of Crypto - a16zCollection of Videos and Slides https://t.co/z6xLodcFCn |
| 2020-12-28 | Stock Twits /Twitter Sentiment and attention prediction of realized volatility paper - HAR modelhttps://t.co/G9FF1l7gwz https://t.co/gP0L5nzML9 |
| 2020-12-28 | @see_jeff_tweet @OpenSourceQuant @JacquesQuant @QuantRob @QuantBrokers @VitoLestingi One concise version of the I* model can be found here (see pg 5) along with older (2013) coefficients for US and CAD marketshttps://t.co/UNdavjBAjd |
| 2020-12-28 | @MarcosCarreira @see_jeff_tweet @JacquesQuant @QuantRob @experquisite Deserves a deep read (this weekend perhaps). A quote from your paper is thought-provoking:‘Agents are always trying to estimate the probabilities of reversion and trending; slow agents rely mainly on price changes, not order book dynamics’ |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob Alternative shortfall metrics are useful in that broader context as they outline. One quibble: use of VWAP is however inherently naive in the example provided. VWAP may have relevance in passive portfolio tracking but rarely when alpha capture vs market impact is the objective. |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob From that paper“our results suggest that managing scheduling risk is more relevant for a passive institutional investor’s typical trade flow. Microsecond performance is dominated by parent order decisions; when we trade is more important than where we trade.†|
| 2020-12-28 | ‘The Plague Year’Retrospective in the NewYorker https://t.co/5V57HCVEp1 https://t.co/SGEoepUayR |
| 2020-12-28 | @MarcosCarreira @see_jeff_tweet @JacquesQuant @QuantRob @experquisite Marcos, thanks for that timely post, several good papers listed:one of the papers https://t.co/qDo95Yuc1h discusses the use of limit order book information - eg order imbalance as a trading signal. |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob Simple TCA models offer a useful start but are far less effective in determining trading outcomes these days than in the past when dynamics were simpler, execution costs were higher and information diffusion was slower. |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob Institutional brokers often provide market color mid-day around flow dynamics to large order placers, in particular where there are natural order pockets of less-short-term naturals. Order flow has many attributes that can be used to determine efficacy and urgency decisions. |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob A quick search through my tweets - eg ‘carlcarrie #TCA’ or ‘carlcarrie #LOB’ on twitter will yield a number of papers incorporating some of these nuances for your lit review. |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob Large passive funds have a radically different cost structure than idiosyncratic alpha hunters but execution with systematic internalizers distorts comparisons of implicit/explicit costs between firms a bit between those who are limited to lit markets. |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob With so much institutional equity trading done off exchange these days, and so much being done near & on close, price discovery is inherently different and is shaped with information and inferences about print trade classifications and about passive flow dynamics from index/ETFs |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob Going deeper into the micro, meaning into the limit order book level often a technique high-frequency systematic strategies employ. Patterns of liquidity-price formation are important in micro order placement as part of systematic strategies. Bid Ask spread measures miss texture! |
| 2020-12-28 | @see_jeff_tweet @JacquesQuant @QuantRob Always happy to help. Minimizing slippage and optimizing execution of systematic strategies is a bit more meaningful when you have more information about the portfolio that you are executing. The original TCA models do not consider the additional information. |
| 2020-12-27 | Practical considerations in integrating ethics with AI - paperhttps://t.co/tIVQaal0mK https://t.co/moOwI8fjZr |
| 2020-12-27 | Symbolic Regression - Functions of practical interest often exhibit symmetries, separability, compositionality, and other simplifying properties. These properties forms the basis for this Python Github.https://t.co/kjrSPyO8n4And research in the space:https://t.co/RB6kYtH4Og |
| 2020-12-27 | Source code of the BioNTech/Pfizer SARS-CoV-2 mRNA vaccine broken down character-by-character https://t.co/f1Vmh8imyR |
| 2020-12-26 | Liquidity for CMBX paper:rolls, indexes, spreads and microstructure https://t.co/8d4wGthu73 https://t.co/YZD5tS1rz0 |
| 2020-12-26 | Hazard rate analysis of Fleeting Orders and Flickering Quotes in stock markets #hft #microstructure https://t.co/23BmBDxXcm |
| 2020-12-25 | Mixed Integer Programming using SCIPPaper:https://t.co/nXhHpo2AHsPython Github Source #PySCIPOpt https://t.co/Iq76W1InuC |
| 2020-12-25 | Absolute Roll analysis - liquidity https://t.co/SAQeySBGzP |
| 2020-12-25 | H2O Wave is a new software stack for building low-latency, realtime, browser-based applications and dashboards in Pythonhttps://t.co/33bzRXgStB https://t.co/UvDt6yWrl8 |
| 2020-12-25 | #NBA Player Tendencies profiled in R #rstats with #dataviz https://t.co/ocEg4EZU6L https://t.co/7LlwqR1a1f |
| 2020-12-25 | Beyond Dashboards… https://t.co/Ns35aDOQ50 |
| 2020-12-24 | Good summary of US equity trading microstructure innovations in 2020/21 including an emerging shift of block trading to exchangeshttps://t.co/d7mitAI1E3 |
| 2020-12-23 | NYT opinion writer reflects well the pandemic zeitgeist….“This is the present tense. A tense present. The past has contracted to the last day in March…†https://t.co/Ko4yPVGxqf |
| 2020-12-23 | Open Source Alternatives … for Everything!https://t.co/LC43m7xb7k https://t.co/alqIbtaMOp |
| 2020-12-23 | Tigramite, CDT & TCDF are Python packages for causal discovery, that is to infer the causal structure of a closed system of time-seriesIntro:https://t.co/yoWhLSjzHMGithubs:> Tigramite:https://t.co/HeKMW94fdx> CDT:https://t.co/FUU5JcbnxH> TCDF:https://t.co/QWPC1RRdng https://t.co/rAGsttre1E |
| 2020-12-23 | Visual guide to Python’s Numpy https://t.co/ZjjREKMuaS https://t.co/WeCKsQgktz |
| 2020-12-23 | ZenML - https://t.co/hJGqUpGFCG#MLOps - versioning, metadata management |
| 2020-12-22 | Riskfolio - New Python risk optimizer based on cvxopt, numpy and scipy. - 10 Convex risk - eg Std. Dev., MAD, CVaR, Maximum Drawdown…- 7 Risk Parity - eg Std. Dev., MAD, CVaR, Maximum Drawdown…- Black Litterman and Risk Factors modelGitHub:https://t.co/vC44dqfYvW https://t.co/XVvPQtuCxi |
| 2020-12-22 | Massive intangible value growth profiled in this blog post…https://t.co/cz9MfYGa9m |
| 2020-12-20 | JPM Quant Research perspective on Bitcoin https://t.co/xuOiY0uAyh |
| 2020-12-19 | Lux - Ad-hoc Python time-series visualizations for EDA in Python within Jupyter notebookshttps://t.co/r2sqe0fUVu https://t.co/MRx2NC5NEz |
| 2020-12-19 | #Synthetic Data Vault for tabular, relational and time-series data using Copulas and Deep Learninghttps://t.co/BGaKDBTOdaIn Python you can fit a synthetic data easily:from sdv import SDV sdv = SDV() https://t.co/gP3ZLYKaex(metadata, tables)https://t.co/GTXEbl27M4 |
| 2020-12-17 | Paper and Python code used to label / classify state of markets using ‘market features’ in a ‘feature space’ and reduce dimensionality for prediction. Paper:https://t.co/x5Q4DplcC8Github:https://t.co/oASMwhzn3J https://t.co/gaYSk3r7Nl |
| 2020-12-17 | Trade direction in fast stock markets - Bank of England #lob paper https://t.co/Z9HhMMj7av https://t.co/JB7ki86wHN |
| 2020-12-17 | Collection of free Python #ebooks https://t.co/5j9vDuaNcK |
| 2020-12-16 | Correlated with massive rise in peeking out our windows in 2020… https://t.co/stvgqLsTYj |
| 2020-12-15 | REST vs GraphQL - paperhttps://t.co/urai3Ej99Y https://t.co/LT5e7b06Pl |
| 2020-12-15 | Streamlit / Python based #ml code generation for image classification and object detection tasks - traingenerator Hosted: https://t.co/EWIja09dHFGitHub: https://t.co/uqbTkcX2MQGenerates readable code using PyTorch and sci-kit frameworks https://t.co/j5QOBelc6Y |
| 2020-12-15 | #Liquidity metrics for Indian Stocks - paperhttps://t.co/4Yz9uSDXE2 https://t.co/51EfzWqMVc |
| 2020-12-14 | Python / Pandas project to generate Synthetic Data for financial markets applications GitHub:https://t.co/GWFKnYjEch Road Map:https://t.co/of7YPSNi4F#citigroup #FinOS https://t.co/PDKI1dBeSF |
| 2020-12-14 | TODS is a Python-based automated machine learning system for #outlier / #anomaly detection on multivariate time-series data.https://t.co/GgHZ1SLdzw#ml https://t.co/COWolqJxmi |
| 2020-12-13 | Deep learning and stock factor models using OLS/LASSOhttps://t.co/g7tJO40PG3https://t.co/iDUbMW43XK |
| 2020-12-12 | Subjects of nefarious interest | in https://t.co/UYQ4kY8rJshttps://t.co/FvZUg1Pmdg |
| 2020-12-12 | Polars (aka pypolars) is when you have eager and lazy data frames with high performance written in Rust for Python data scientistshttps://t.co/RDIxA2TPI9 |
| 2020-12-12 | Hoopdown #rstats for #NBA clusteringBy @alex_sternhttps://t.co/N8JpPsBssG |
| 2020-12-11 | 7 early VC rejections for Airbnb including the market size is not large enough to invest in… https://t.co/H7h3nwlSXLAnd a pre IPO Pandemic Pivot as explained to Simon Sinek:https://t.co/uLhQetCbC9 https://t.co/kqOYlaZpzi |
| 2020-12-10 | $BITW index fund debuts with $120 million in assets under managementhttps://t.co/dZV73MF8L0 |
| 2020-12-10 | Model expandability primer / paperhttps://t.co/Jap8Loi7IO https://t.co/hRgr9uYG03 |
| 2020-12-10 | Mlfinlab and Black Litterman portfolio optimization in Pythonhttps://t.co/elcKN9vD6c |
| 2020-12-10 | Simple #fake news classifier in Pythonhttps://t.co/O1qW6NfqUx |
| 2020-12-09 | From stealth startup to $100M Series A in 9 months by same team that sold Adallom to Microsoft for $320M#wiz #startup https://t.co/Tz0T6MVcJhhttps://t.co/EbEAqWwr9Z |
| 2020-12-09 | @RobinWigg @FD Interesting. How does their enhanced methodology methodology apply to other companies with active securities fraud investigations (eg $TSLA)? Or to their investments with external managers?https://t.co/opFrXjSA56 |
| 2020-12-09 | Elon Musk opines on everything between Products and Powerpoint | in WSJ https://t.co/4lldCHiNro |
| 2020-12-09 | #LO - less than one-shot machine learning is profiled in this MIT blog post https://t.co/rhIenYNi47#ml |
| 2020-12-09 | The Small Exchange (operates as a Designated Contract Market / DCM) Launches New 10-Year Treasury Yield Futures that trade on yield in small denominations appealing to retail and other investors that want simplicity and accessibility. https://t.co/uZAZvE6Qmi |
| 2020-12-08 | Hmmm. https://t.co/6AO0GJWMlA |
| 2020-12-08 | Hmmm BTC for Treasury funds? https://t.co/8O4yVGLGLz |
| 2020-12-07 | Covid19 impact on global equity liquidity (213 markets)https://t.co/s3AcW69TKN |
| 2020-12-07 | Re: Over-crowded trade risks https://t.co/cZhJtgnuoh https://t.co/krPv93A91t |
| 2020-12-06 | Normalizing Kalman Filter (NKF) paperhttps://t.co/7ALJxEFANI https://t.co/UbOdnzHbZY |
| 2020-12-06 | TsEuler - Holoviews Panel based dashboarding tool for Jupyter/ Python exploration of time-serieshttps://t.co/No5bYPo7T9 https://t.co/w94zXemRNA |
| 2020-12-06 | High performance RipTable for optimized Pandas data frames and Numpy Arrays developed for financial quantitative use cases https://t.co/pTdigDTLRW https://t.co/GaLHBxKT3H |
| 2020-12-06 | WIRED on #TEAMS Stalking#dataprivacyhttps://t.co/Vkpcsi5LWE |
| 2020-12-05 | Hash Graphs and Bloom Filters algorithmsArticle:https://t.co/Q9GE2dMuQmPaper:https://t.co/8ogQwdOAjHRelated code snippet:https://t.co/jyjsHY78O1 |
| 2020-12-05 | Antipodes map - tunnel virtually to the other side of the world https://t.co/wGfpdIvA2M |
| 2020-12-05 | McKinsey report on #AIhttps://t.co/CXD8wAUkUU https://t.co/QynnHBwpEw |
| 2020-12-05 | Dissertation - Machine Learning, Algo Trading and Deep Kalman filtershttps://t.co/kNbesIfaOn https://t.co/sPGWzSLm47 |
| 2020-12-05 | Cross—Asset order imbalance / #flow trading paperhttps://t.co/M1fAftM4di https://t.co/1cMXy8xJJD |
| 2020-12-05 | Synthetic Data #SDV - tabular and time-series using PythonGitHub:https://t.co/GTXEbl27M4Papers:https://t.co/FBYVeXKvXKSlack Workspace:https://t.co/LFD5eMGi4H |
| 2020-12-04 | Neural Prophet, a new, easy-to-use petrochemical based automl prediction tool for time-series in Pythonhttps://t.co/TTpQdeOFNT https://t.co/lQde7sGP4G |
| 2020-12-03 | @martingund Amazing #dataprivacy thread… |
| 2020-12-03 | Informativeness of features in a limit order book #lob model https://t.co/t4ybIavHtP https://t.co/Bnot3xoU3R |
| 2020-11-30 | Accenture on #NeoBank Marketplace Platformshttps://t.co/umiKgV1fJj https://t.co/kcPaVkDg2N |
| 2020-11-30 | Digital Challenger Banks (in Asia) - Drivers and Success Factors - #BCG Report https://t.co/ZW0CTYEUcp https://t.co/0HESKocnZM |
| 2020-11-30 | Bias in effective bid-ask spread - #TCA research by @bjornhagstromer Summary:https://t.co/scGf4X0IlCPaper:https://t.co/bQjPmTLNGY#RStats code:https://t.co/LpY6fUQQFs https://t.co/5LFUs3x72v |
| 2020-11-30 | Liquidity #proxies - market and funding compare and contrast with other proxies • paperhttps://t.co/OHhw6chAwh#TCA https://t.co/p7sU4jwhFP |
| 2020-11-29 | Going from network based data to cleaned and featured rectangular data for machine learning classification and prediction is discussed in this #RStats post https://t.co/EUfUIIcd8A |
| 2020-11-29 | #TCA Paper models the price (market) impact of a bond trade on term structure of rates https://t.co/7atZltoDRd https://t.co/fsUbdknDYO |
| 2020-11-28 | Datification of work patents (Microsoft) https://t.co/OFdvrPWgZ9 |
| 2020-11-28 | Delta One Trading Strategy noteshttps://t.co/q6m04DThaW |
| 2020-11-28 | State Street update on ETF Trading volumeshttps://t.co/kXTKCDNELP#flow https://t.co/5YANrx7Hn0 |
| 2020-11-28 | SIFMA update on trading volumeshttps://t.co/kXTKCDNELP#flow https://t.co/OZta216dOw |
| 2020-11-28 | #WIRED opinion: “AI is best understood as a political and social ideology rather than as a basket of algorithms. The core of the ideology is that a suite of technologies, designed by a small technical elite, can and should become autonomous…â€https://t.co/Xvc2qTA5WB |
| 2020-11-28 | Hummingbird - compiling ML Ops into DAG / Tensors for performance / efficiency </br>#ml Paper:https://t.co/IsrAK0u56zPython GitHub - Microsofthttps://t.co/LlKTmpzjN8 https://t.co/37Baz94HcP |
| 2020-11-28 | Trading signals from a 4-state Markov-Switching model of bid-ask liquidity in limit order books - #lob #hft paperhttps://t.co/bIaJpu38PT https://t.co/1esSl1lwMO |
| 2020-11-27 | Quadratic Hawkes for #lob modeling - paperhttps://t.co/Net6at5mRJ https://t.co/qvLkLaTKBF |
| 2020-11-26 | Trading Volatility - Correlation, Term Structure and Skew (2014) #ebook https://t.co/sp14oebAED |
| 2020-11-25 | Partial Correlation Financial Networks are less stable but may be useful in some data explorations…Paper:https://t.co/DONLgC9xknPython Github:https://t.co/uxCFzBJ1He#paperswithcode #reproducible https://t.co/08hP3YIufM |
| 2020-11-25 | Short Interest Surprise Paperhttps://t.co/oP2DjNnlkl#alpha #indicator #quant https://t.co/aSFyiheclL |
| 2020-11-25 | Paper compares up/down classification performance for Bitcoin using ARIMA, Prophet and other machine learning techniques and technical features - as you might expect, unremarkable resultshttps://t.co/eUScAuQYop https://t.co/OfAiXyzxdv |
| 2020-11-25 | in this paper, volume dynamics for high-beta stocks around FOMC announcements are linked to discretionary liquidity trading resulting from the presence of private information.https://t.co/bqOLH667gk |
| 2020-11-25 | @WolfieChristl Interesting thread on worker datafication… |
| 2020-11-25 | Grinch Bots are all the ragehttps://t.co/sCjfptQLrL https://t.co/truzHGXx6R |
| 2020-11-24 | Physical intuition for time series analysis using springs in Regressions and PCA.#rstats https://t.co/ewVoBgu29g https://t.co/x8pBxgbcfL |
| 2020-11-24 | FinRLToolkit for simple stock trading strategies using machine learning with Gym, TensorFlow and leverages Pyfolio for backtestingPaper:https://t.co/Fzs4GyTfD6Python GitHub:https://t.co/943dtLJF9CColab Notebooks:https://t.co/bDJvWLq4v5https://t.co/iFDGEYa8kf https://t.co/PTVIIhuaGB |
| 2020-11-21 | Paper: option pricing using factor dynamicshttps://t.co/yYn3TTlqD1 https://t.co/uhSkhOjZfh |
| 2020-11-21 | Starboard Jupystar - run Jupyter notebooks in a browser (experimental) https://t.co/UwF2RCbyi9 https://t.co/TOh2IArwOb |
| 2020-11-20 | Python code to help Predict Stock Price Jumps https://t.co/D0whCwtu77#anomaly |
| 2020-11-20 | Realized Volatility…https://t.co/fXtdEA8fXg https://t.co/y8TM5yGbL3 |
| 2020-11-20 | T5 - transfer learning in Colab notebooksText-To-Text Transformerhttps://t.co/w4L3pIc5wrText-To-GraphQL Transformerhttps://t.co/s0pt5DaFrpSummary Generationhttps://t.co/qGBWVe8ne5Sentiment Span Expansionhttps://t.co/xyI39qp6EhOriginal 🤗 https://t.co/MwXeymMvMT |
| 2020-11-19 | Closing auctions for stocks, imbalance and other liquidity and price measures - #TCA paperhttps://t.co/uGdSkPL1OJ https://t.co/MoTG5NH7DF |
| 2020-11-19 | AI in Finance | by @gilliantett in FThttps://t.co/7HIHs6sNLb |
| 2020-11-19 | A good summary of off-exchange stock trading micro-structure and dynamics https://t.co/u6LmywJSDD |
| 2020-11-18 | Probabilistic model of NBA Draft Picks becoming Stars https://t.co/JuD0KhFEDbOther Bayesian / NBA / WNBA analytical posts:https://t.co/s6L1g0YQ8b.@jessefischer33 |
| 2020-11-18 | A course in Time Series Analysis #ebookhttps://t.co/NIreVt9PULDWT, Fourier, Forecasts with finite pasts… |
| 2020-11-18 | What could possibly go wrong?https://t.co/vQyrAL5CHJ https://t.co/WAzgyRyuNi |
| 2020-11-17 | Correlation dynamics paper#BCBS https://t.co/fr5ws1SZbK https://t.co/d8VIIc25oe |
| 2020-11-17 | 3,775 page 1.2M word hyperlinked so-called Basketball Manifesto - NBA, G-Leaguehttps://t.co/ApgXRM74Z7 |
| 2020-11-17 | Google’s Monarch - ‘Monarch is a planet-scale, multi-tenant in-memory time series database that manages trillions of time series.’VLDB Paperhttps://t.co/rt78IExJuN https://t.co/TLvyDipSY6 |
| 2020-11-17 | Kaggle Jupyter Notebook Stock EDA and Price Prediction https://t.co/9sOszrqurA https://t.co/OfHkBaP9Ne |
| 2020-11-15 | Liquidity dynamics before stock price jumps - #ml classification paperhttps://t.co/urjPWv7gKN https://t.co/9yiggYn0WX |
| 2020-11-12 | Covid-19 Event Risk Calculator https://t.co/F3fAvjpVwy |
| 2020-11-12 | Corporate resiliency to Covid-19 modeled in this Refinitiv Starmine posthttps://t.co/AlFT2pvGJh |
| 2020-11-12 | “A high Sharpe ratio is a simulacrum of success. Yet what gets measured may have no relationship to what we really want to know.We have become the tool of our tool." https://t.co/rwPNzlILFv |
| 2020-11-11 | Bitcoin supply / distribution flows analysis https://t.co/LPsBIdgn26 https://t.co/11gPukyZOL |
| 2020-11-11 | HBR - a short perspective on Data Trusts and their potential impact on IoT and AI https://t.co/jsLNX9vwAp |
| 2020-11-10 | Quantine Factor Models - for capturing higher dimensionality - paperhttps://t.co/ok99r59abU |
| 2020-11-10 | Modeling Letters of Credit Risk - paperhttps://t.co/XUJ6LXTyPe https://t.co/I9TegIJ6dT |
| 2020-11-10 | Thoughtful insights around Kraken, a Crypto SPDI-chartered Neobank - Risks abound https://t.co/rl46jPk17K |
| 2020-11-10 | State-Varying Factor Models - paper with measures of state changeshttps://t.co/LPUTJ5ypbs https://t.co/FI5plrQg7S |
| 2020-11-10 | Tick data with directional change based on threshold breech - short paper describes the methodhttps://t.co/dbsD2xnAyF https://t.co/54MR3BZu1R |
| 2020-11-09 | Hmmm.Kew Gardens Interchange project - ongoing since August 18, 2010https://t.co/Qq0u93nqWfVs a similar weekend highway construction project in the Netherlandshttps://t.co/R9iqxOaDsR https://t.co/tAbqPdNlvZ |
| 2020-11-09 | Survival Analysis applied to NBA DraftShiny App: https://t.co/5iPoCb69jnPython / GitHub:https://t.co/UXYYkDQJSo |
| 2020-11-07 | Excellent interactive #dataviz and coronavirus stats for Long Island - comparisons with NYC, employment and other impact, with town, county aggregations #newsday https://t.co/4PC9zFa610 |
| 2020-11-07 | Very cool and timely interactive radial decision tree #dataviz in javascript by @kerryroddenhttps://t.co/7wxJoERbsK https://t.co/qznQnTf6eb |
| 2020-11-07 | Deep Momentum Networks – ‘a hybrid class of deep learning models which retain the volatility scaling framework of time series momentum strategies while using deep neural networks to output position targeting trading signals.’https://t.co/mY5rQU6JvW |
| 2020-11-04 | Ktrain - New tensor flow / Python wrapper with pre-canned models for text, vision, graph, and tabular data:https://t.co/mhVmi7pFum https://t.co/RsifVxUZzj |
| 2020-11-04 | Data MarketsPaperhttps://t.co/STP9D4GB4A https://t.co/dATDfSpJCW |
| 2020-11-03 | Hmmm. https://t.co/gwoi2VyqvH |
| 2020-11-02 | ETF #flow and returns analysis deconstructed - reporthttps://t.co/aL6WxDQYle |
| 2020-11-02 | ETF Pairs Trading paperhttps://t.co/jYQnSjQNZh https://t.co/Wlv6SFJdtc |
| 2020-11-02 | Deep Q - optimal FX rule-based trading using candleshttps://t.co/NOZRkEO4rj https://t.co/brmbQBxUCt |
| 2020-11-02 | Election night prediction models with R #rstats or Python codeOriginal R source:https://t.co/QjWNVENYmJPython variant:https://t.co/Xuglwe5Fjp |
| 2020-11-02 | Information Share high frequency trading price distribution metrics proposed - DAG-IS and IC-IShttps://t.co/ltzEyeisJc https://t.co/uNrrlafxEK |
| 2020-11-02 | Genesis, and their crypto lending business profiled… https://t.co/0pPQYlBcpL |
| 2020-10-31 | Using EAI to detect COVID-19 assumption attic cases by clues embedded in the way those infected coughhttps://t.co/SSU2Hzggyd |
| 2020-10-31 | Measuring digital strategy from earnings calls - #NLP paperhttps://t.co/wpcCMkdmZp https://t.co/BOMqj3f022 |
| 2020-10-29 | Gdynia is a beautiful, vibrant city in Poland and a key talent hub for Refinitiv.If you know markets and Python and want to drive the next generation of financial applications in Gdynia, please don’t hesitate to apply:https://t.co/Wfaw1P3CjT |
| 2020-10-29 | LobeA low-code #AI modeling framework - predictions and classifications with no code or minimal codeNo-code UI:https://t.co/P7GF0qWM81Minimal Python code;https://t.co/UTSCFEM0EY |
| 2020-10-29 | Agent based supply-chain management #SCM modeled in this paperhttps://t.co/6szWYJKeHS https://t.co/hFW9KPHUd5 |
| 2020-10-29 | Deep Q - optimal TWAP trading using reinforcement learning - algorithmic trading paperhttps://t.co/LCOBx6Vo91 https://t.co/D41mQbWruz |
| 2020-10-28 | AI, Covid19 and the decline of human labor… https://t.co/YTbqIWZHSO |
| 2020-10-27 | Washington Post article on a coterie of infomediaries: Aristotle, Data Trust, Cambridge Analytica and Facebook and how they data mine for political skews and message targeting https://t.co/W8qefvdbG9 |
| 2020-10-27 | Dividends and Pandemics - paperhttps://t.co/yEmki80SmK https://t.co/cuIXSKsPai |
| 2020-10-25 | Daniel Masters opines on Crypto, Stablecoins, Coin (securities) financing and future of Bankinghttps://t.co/9OxU9Pu7qZ |
| 2020-10-24 | AutoGOAL is a Python framework for Automated Machine Learning pre-packaged with hundreds of low-level machine learning algorithms that can be automatically assembled into pipelines for different problems.https://t.co/s44mEaZICI#ml #automl https://t.co/ibgkTHJYpw |
| 2020-10-23 | Insightful analysis on Google vs US incorporating political motivations https://t.co/JsVluVMRGv |
| 2020-10-23 | US vs Google - in Stratecheryhttps://t.co/oEDxsfeTDw |
| 2020-10-22 | Technical Quality in Codehttps://t.co/UQagKGvkfT |
| 2020-10-21 | FT on commercial impact of AI https://t.co/00Ua6IepPQ https://t.co/YvhUVRxciR |
| 2020-10-20 | Paper analyzes incremental benefit of including Twitter sentiment with other features/signals in a Kaggle trading competition https://t.co/HyfheMwZtw |
| 2020-10-20 | Continuous Trend Label (CTL) for stock price classification - #ml paperhttps://t.co/TSOEWsLzDW https://t.co/6iUvbEdmjf |
| 2020-10-19 | Epps effects, high frequency trading asynchrony paperMalliavin-Mancino estimatorhttps://t.co/TF60lMy9gT#hft https://t.co/isn49FKnFh |
| 2020-10-18 | Emerging Architectures for Modern Data Infrastructure by Andreessen HorowitzDiagrams:https://t.co/sUXMhiJ6WAArticle: https://t.co/wReWSXYm1X |
| 2020-10-17 | Predictions using LSTM applied to features extracted from crypto trade datahttps://t.co/KqLA74QPG3 https://t.co/VmzM5Z9gov |
| 2020-10-16 | Reversal returns analysis across emerging markets - paperhttps://t.co/dHALFK9Uuf https://t.co/eUec4D224x |
| 2020-10-11 | Platform Liquidityhttps://t.co/fPkrBsVHKV |
| 2020-10-10 | The science behind face mask protection #covid19 https://t.co/hOvMTER8Sj |
| 2020-10-10 | Simple directional change risk measures for intraday-day trading - paperhttps://t.co/Zb7jhLg33D https://t.co/D4q8YCIID8 |
| 2020-10-10 | ML Primer #ebookhttps://t.co/wyXIavX3HL |
| 2020-10-10 | Analyzing various optimizer characteristics and their performance for deep learning is the subject of this paperhttps://t.co/EUUUJPlJwe https://t.co/KLQqxcLE2H |
| 2020-10-10 | @indika1337 @QuantRob LoL! |
| 2020-10-09 | Companies in Data infrastructure, Data Engineering, Data Warehouses and Data ML: https://t.co/8GzlmQELv2 https://t.co/tG5ujRzmy5 |
| 2020-10-09 | Crypto deep learning based limit order book model #lob paperhttps://t.co/mjFvA4Ze1Q https://t.co/6e0k1oQiHq |
| 2020-10-09 | Modeling the dark side of stock exchange speed bumpshttps://t.co/SKWKYCTALG#TCA market microstructure https://t.co/eNLowLOH1v |
| 2020-10-09 | Hmmmm. Mmhmm.https://t.co/XuqsnHjeia |
| 2020-10-08 | Financial Services Outlook report by PWChttps://t.co/1HQVkRvrv2 https://t.co/jSjCSxYxc3 |
| 2020-10-08 | Futures and Options index trading with LSTM and Kelly criterionhttps://t.co/BfCjMjhlne https://t.co/YI9yOXJYtF |
| 2020-10-08 | Capco report on robot process innovation #RPI and trade lifecycle automationhttps://t.co/XdsVxBw231 https://t.co/PTKhGe8Grk |
| 2020-10-06 | Using Wasserstein distance with other stylized facts to isolate spoofing behavior in institutional trading - paperhttps://t.co/85VhuSqJ1O#lob https://t.co/OgUM6EIYHp |
| 2020-10-05 | Mlfinlab 0.14 released with #Synthetic Data generationhttps://t.co/kuHGbplZlt https://t.co/OL5svSCRvB |
| 2020-10-04 | CausalImpact in R:Bayesian inference of time seriesGoogle #rstats LibraryMedium article: https://t.co/N1cR6JS7jFGoogle Github:https://t.co/Uvuy9ANBiJ |
| 2020-10-03 | VIX vs EPU to predict international stock volatility - paperhttps://t.co/gJ8Lo0aPyk https://t.co/kBIhxeQyxn |
| 2020-10-03 | MovingPandas #geo Python libraryhttps://t.co/pXX6szJta3 https://t.co/BWqSzEmje8 |
| 2020-10-03 | Paper on DEX Automated Market Making #AMM #DeFi#Crypto attack vectors discussed: rushing adversary, sandwich attacks, multiple threatshttps://t.co/dbY0pXQQUR https://t.co/K5Iih3Ozcx |
| 2020-10-03 | CLI machine learning tool - train/fit, evaluate and use models without writing code. Instead, provide declarative descriptions in a simple yaml file.https://t.co/Hczmt1O9tW #Python https://t.co/mujVgp91te |
| 2020-10-03 | #HFT Dissertation High Frequency Computerized Trading Strategies Engineering in Financial Marketshttps://t.co/4hv9Pqmgub https://t.co/y2Bm1nxhCo |
| 2020-09-28 | QLib - by Microsoft Research Investment Platform based on #AI principlesPaper:https://t.co/iB3WWP9eykGitHub:https://t.co/ezpuzlJfiw https://t.co/2uBsOduGrH |
| 2020-09-28 | When is a FAMA factor not a factor after all? https://t.co/Uv7m68iNY2 |
| 2020-09-28 | FinancePy library for derivatives pricing using Python and Numba by EDHEC Professor.https://t.co/FsZeDOr8KA |
| 2020-09-27 | PDE, functional deep-learning approach to optimal trading in the presence of aversion to market impact - paperhttps://t.co/NN694Y6ji0#TCA https://t.co/1DAdepDZ4k |
| 2020-09-27 | Synthetic, Bayesian time series generation GitHub:https://t.co/Z8b8hbajsNPaper:https://t.co/eKgMKZ755dArticle:https://t.co/RUWRISepxp |
| 2020-09-27 | TSAUG - time series feature augmentation - warping, quantizing,…https://t.co/IEsvNk2JlG#audio https://t.co/v7EroIaz0o |
| 2020-09-27 | Monetizing an open-source core - startup cap-table implied valuation https://t.co/5jHy5WuurX https://t.co/RviScJgXNq |
| 2020-09-26 | Several Venture Capital Funds list their startup focus lists https://t.co/LlwWvZRdoe |
| 2020-09-26 | Autograd for differentiable programming in Python https://t.co/41OHEpHnYv |
| 2020-09-25 | Outliers can be defined in many ways from the super-simple time-series z-scores to market-shifts using machine learning - this paper: https://t.co/N2H6paswrw https://t.co/6pjP2yxrgf |
| 2020-09-25 | Automated, algorithmic Governance for DeFi - profile of Gauntlet Networks https://t.co/RoUBcPfOsE#crypto |
| 2020-09-25 | Boba, an open-source Python based analytics platform for multi-verse visualization, creation and comparison of analytics [Ironically, Boba means simple-minded in Spanish]Paper:https://t.co/IiwpVQMgwjGithub:https://t.co/h8gh7tfg12 https://t.co/I0zou3BpBx |
| 2020-09-25 | Just a few questions…https://t.co/pVcmyzWNVr |
| 2020-09-25 | Hmmm. https://t.co/lFd2PWij6K |
| 2020-09-25 | #Crypto bid-ask spreads as a (albeit, weak) proxy for #Liquidity#BAS https://t.co/Y5wEEWrsjD https://t.co/qyRy4HhsHX |
| 2020-09-25 | Pricing #Crypto Options using stochastic volatility with humps and intra-day data https://t.co/KqxakXnV4m https://t.co/0VqbPP8zwu |
| 2020-09-25 | Neural Architecture Search #NAS and #AI code generation https://t.co/61CSWAtS9K https://t.co/5HyJoQBr3w |
| 2020-09-24 | The title of the HBR article on next gen AI does not cover the embedded article point that new AI trained algorithms like ‘GPT-3 can also code’ as a byproduct of being trained on code too, albeit in limited ways. https://t.co/jnsYxL89GU |
| 2020-09-23 | Optimal Execution and market impact vs risk dynamics of trading electricity intraday, along with median bid ask spreads #BAS and #LOB discretization Commodity #TCA Paperhttps://t.co/5wDs5jLjpk https://t.co/Fhfnrj83He |
| 2020-09-21 | McFly - automated deep learning time-series classifications Paper:https://t.co/oVKIynS9KMGitHub:https://t.co/ONwGW8FxjV https://t.co/AEcioxxpXv |
| 2020-09-20 | Prefect for Pythonic automation of data science flows and aggregationsArticle:https://t.co/brHEbyvby2GitHub:https://t.co/iOWewZCQNE |
| 2020-09-20 | “Just The Maths”Massive collection of concise PDF files on every major math topic https://t.co/31jwA3IMPa https://t.co/r4HhHHTZHR |
| 2020-09-20 | Financial Transactions Taxes | Cato Institute opines https://t.co/dYy2lF1xp5 |
| 2020-09-19 | TensorFlow ProbabilityWith Lending Club dataTo model distributions of outcomes and R code#rstats https://t.co/bJlfJQ5wo2 |
| 2020-09-19 | Network structures of cryptocurrency open source projects - paperhttps://t.co/nTKs6WWAH6 https://t.co/CjthxCeUSx |
| 2020-09-19 | Deep-Switching Autoregressive framework (DSARF) for Bayesian Networks applied to time-series - paper discusses a deep generative model for spatio-temporal data with the capability to unravel recurring patternsPaper:https://t.co/lKQH20VALdPython code:https://t.co/WrWo85m21R https://t.co/ZeTg3atgxw |
| 2020-09-18 | Optimal Execution (mean reversion) using mlfinlabArticle: https://t.co/UQwSnL6VSkAndhttps://t.co/eTLY7RfQUuMlfinlab Python Github:https://t.co/kuHGbplZlt https://t.co/DPLIQ5GgWF |
| 2020-09-18 | McKinsey on Covid impact on FinTech - European vs Global focus - reporthttps://t.co/95gyeybnpK https://t.co/UpUKTWXnKL |
| 2020-09-18 | Covid impact on various FinTech subsectors charted by a16z https://t.co/ZyZStAtkHz |
| 2020-09-17 | Billionaire investor Ray Dalio on capitalism’s crisis: The world is going to change ‘in shocking ways’ in the next five years“Capitalism also produces large wealth gaps that produce opportunity gaps, which threaten the system,†https://t.co/05Dr7a8mpo |
| 2020-09-17 | Numpy gets props in Nature Magazine https://t.co/hfO7I3n6W6#Python https://t.co/In9oldlVZX |
| 2020-09-16 | And so it begins…https://t.co/9S3Vp6S0Rw |
| 2020-09-16 | Google Colabs, Python, a little GAN and … Shazam, Toonificationhttps://t.co/AEtVFkR9G8 https://t.co/lxZgWXBkQ1 |
| 2020-09-16 | IPOs vs SPACs vs Direct Listings profiled herehttps://t.co/4HnTKKmMDf https://t.co/eSHcKYQtet |
| 2020-09-16 | Kraken is launching a crypto bank in Wyoming with the ability to perform limited banking functions such as wire transfers. https://t.co/mIjrDvwSQo |
| 2020-09-16 | NBA Fans who are data science believers will love this new web apphttps://t.co/sZLXAlsKnx https://t.co/y3EnsntT1Q |
| 2020-09-16 | Crypto paper - market microstructure - 24/7 trading, decentralized, facilitating traders are not essential, and microstructure stylized factshttps://t.co/U0XKXQOuGC |
| 2020-09-16 | Data Science Podcasts and the embedded Python code used to find them in this blog posthttps://t.co/vrFtODmjR3 |
| 2020-09-14 | Peak Oil?! https://t.co/E5nPiBeWTR |
| 2020-09-14 | AutoTS for Python based time-series model selection is a meta- abstraction above several other popular time series toolsGithub:https://t.co/0cm8hGq2I1Article:https://t.co/dzS6vcl5TH https://t.co/ElUogJl5o3 |
| 2020-09-13 | COMmonsEnse Transformers (COMET)Â in Python with Datasets - automatic commonsense knowledge base completion #NLP #GraphPaper:https://t.co/3utn2UdfiWGithub:https://t.co/B5Vc9ujdgA#Tensorflow #Spacy |
| 2020-09-13 | Forensic Genomics - ‘Parabon says it can now sequence enough SNPs to trace family history and build a face with less than 1 nanogram of DNA.' https://t.co/URpgjL0C9s https://t.co/qlo5LJhveR |
| 2020-09-13 | JPMorgan will be Trading Pre-IPO unicorn shares https://t.co/550fVoqE8A |
| 2020-09-13 | Hacking physical tumbler locks by mapping the sound the key makes when it is inserted to a predicted replica.https://t.co/K1hglUkcJv#cybersecurity https://t.co/xB3oAjD6MH |
| 2020-09-12 | Defragmenting dataframes and tensors and the complex ecosystems that support them is an enormous challenge…. https://t.co/ncUSNr8nUO |
| 2020-09-12 | Tensor factorization for correlation of stocksThe static components represent the stock covariances in the latent space. These factors give information on the linkages between stocks and its magnitude. Hidden Correlation Matrix #HCM - paperhttps://t.co/FlQcEaRHRD https://t.co/Kc0ASlgjfd |
| 2020-09-12 | Liquidity formula for exchange traded stocks differentiates buy and sell dynamics - paperhttps://t.co/SuCO6YMKrv https://t.co/FRzcBGlyLh |
| 2020-09-12 | Futures momentum papers Leveraged, ETF and equity, commodity and other futureshttps://t.co/bCNQWHqZjC https://t.co/x5ggJdVDsC |
| 2020-09-12 | China stocks and investor behavior - sentiment, liquidity and information signalshttps://t.co/orz9y5VTGp https://t.co/ZGiwRe9LJG |
| 2020-09-12 | #TCA for stocks is explored in this paper with conventional and alternate parametric curve-fit market impact modeling (eg not using machine or deep learning)https://t.co/L4m7cuG9mo https://t.co/ONQodPeffr |
| 2020-09-12 | Pandas is not optimized for many use cases - real-time streaming, machine-learning sequence mapping machine learning, grid editing, massive in memory datasets, but with over 3k documented pages of features - it is still the first go-to tool https://t.co/1ZgfT21yrb https://t.co/meFcm4cyvj |
| 2020-09-12 | #FX #Liquidity risk paperhttps://t.co/mzrjqypugu https://t.co/s2YdrTahkK |
| 2020-09-12 | Intraday dynamics of #Cryptos - seasonality, volatility, algorithmic trading dynamicshttps://t.co/U0XKXQOuGC https://t.co/76qCrtjoo5 |
| 2020-09-12 | Opacus - PyTorch model training with differential privacyhttps://t.co/NUv1ICJnJPhttps://t.co/JUQymjIo7g |
| 2020-09-12 | Agent based #lob limit order book model with informed trader, noise trader, informed market makers and noise market makers - paperhttps://t.co/LW0uPCL7Zt https://t.co/uqvCLKVqtG |
| 2020-09-12 | Portfolio trading risk open source Python in #eiten https://t.co/2645mPDvXK https://t.co/frLkk8kkNo |
| 2020-09-11 | Pytorch Lightning based Bolts is just released to subclass and iterate on using PythonBolts is a Deep learning research and production toolbox of:- SOTA pretrained models.- Model components.- Callbacks.- Losses.- Datasets. https://t.co/rCLJ6iAni6https://t.co/5hS4CEuJUZ |
| 2020-09-11 | The ‘office economy’ and innovations that will accelerate its disruption https://t.co/VXOUGMa7IZ |
| 2020-09-10 | Slobalization and Multipolarity are two Morgan Stanley predicted outcomes for post Covid19 world orderhttps://t.co/MqDhpeUMar |
| 2020-09-10 | Good short intro to #PyTorch for data science in Python https://t.co/4nGYFVqNSa |
| 2020-09-10 | Curated #Covid19 Tweetshttps://t.co/RyayzYCtec https://t.co/99dcSgwo7a |
| 2020-09-10 | News content analytics project #Stanford #TV #News #Analyzerhttps://t.co/dCvHhd74Fk https://t.co/GUDYJ4UyDB |
| 2020-09-08 | @StarTrek @CBSAllAccess We Khannnn appreciate #StarTrekDay especially when #StarTrekUnitedGives https://t.co/hNhhWwddxm |
| 2020-09-08 | @StarTrek @CBSAllAccess Live long and prosper 🖖 by following social distancing protocols - Love #StarTrekDay https://t.co/PjAi7k6GIn |
| 2020-09-08 | VC funding for startups analyzed with machine learning techniques - #XGBoost - paperhttps://t.co/umYT0w9FAv https://t.co/26p71ptahP |
| 2020-09-07 | Dissertation on time-series changepoint techniqueshttps://t.co/avOC3GFazt https://t.co/QAiY9BQ18W |
| 2020-09-07 | Modeling extreme adverse stock price moves - paperhttps://t.co/ewKkSqfqYs https://t.co/3rzQnPgfH5 |
| 2020-09-07 | A Course in Time Series Analysis #ebookhttps://t.co/NIreVt9PUL https://t.co/FzuPnPLwRM |
| 2020-09-07 | Liquidity depth and spread factor risk, currency betas and FX returns empirically analyzed in this paperhttps://t.co/mzrjqypugu |
| 2020-09-07 | Simple analytical approximations for options algorithmic market making #AMM and delta-one inventory / risk management - paperhttps://t.co/QFZeyxjEyZ https://t.co/ygpNwvmik0 |
| 2020-09-07 | Time series imaging and #ml feature engineering - paperhttps://t.co/ZyAz2GFBv4 https://t.co/i8ZcW6TG8O |
| 2020-09-04 | Supercomputers, #Covid19 and the Bradykinin hypothesis https://t.co/uc96AdJ9Dl |
| 2020-09-02 | Liquidity adjusted VaR for China Index futures and other liquidity measures paperhttps://t.co/eBAwcVDzSQ https://t.co/4touIzOhrQ |
| 2020-09-02 | Quantum OS | profiled in FThttps://t.co/zuz1fMOuiH https://t.co/40RM5vGC3j |
| 2020-09-02 | Implosion of the office economy…Article:https://t.co/exYEUx59LFRelated Paper:https://t.co/L7wQ3P0unB |
| 2020-09-01 | Brilliant interactive #Dataviz in NYT of election battleground states https://t.co/ql7yLk8YOt |
| 2020-09-01 | Network latency and impact on high frequency trading agents are modeled in this paperhttps://t.co/jpGhcLHAiP#hft https://t.co/mt1uTfidYa |
| 2020-09-01 | Trading Algorithm Optimizer called TradAO described in this paper https://t.co/riqwN1WsvW https://t.co/lkQPvpjFxa |
| 2020-08-30 | Useful tips to optimize Python pandas code - performance and resource metrics, vectorization https://t.co/yGWGPrRiy1There are, of course alternatives to Pandas - vaex and pandapy https://t.co/J1HYF61ffI that come in with built-in optimizations for #BigData and #Smalldata |
| 2020-08-29 | The Joy of Cryptography #ebook https://t.co/FTTavlZlFe https://t.co/ShePA7zNoE |
| 2020-08-29 | ‘the effective bid-ask spread, dramatically underestimates the true cost of immediacy because it does not account for failed attempts to trade [CLOs].’#liquidity #tcahttps://t.co/Op49htaH4b |
| 2020-08-29 | Refinitiv’s Social Media Top 100 listhttps://t.co/SEmJpNTzUj |
| 2020-08-29 | Twitter content, google search volume, news #flow, volume volatility and decomposition and stock index pricing - paper with embedded Matlab codehttps://t.co/uCsG1nFIHj https://t.co/R8pxlcRk3b |
| 2020-08-28 | Dynamic term structure models with time-dependent parameters using parsimonious parametric representations https://t.co/LYhMoD31dx https://t.co/0FCvDDWm7s |
| 2020-08-27 | Machine learning for factor investing #ebook with tidy #rstats code explores topics such as portfolio back testing and ensemble methodshttps://t.co/k294jqST8p https://t.co/ba0LV0vq2Q |
| 2020-08-27 | Bond liquidity and synchronized returns modeled in this paperhttps://t.co/WkmZkeUX2y#tca #amihud https://t.co/aOm2vckFk6 |
| 2020-08-27 | Paper models liquidity across asset classes in a consistent wayhttps://t.co/azCF3G2Hid#tca https://t.co/RnJ1h14WMY |
| 2020-08-26 | JP Morgan provides a glimpse of emerging part-time WFH strategy and impact on backup office sites and other anticipated commercial real-estate saves https://t.co/2faVbEfWAW |
| 2020-08-26 | FT on fixed income ETFshttps://t.co/FeI8EE40qH https://t.co/RIYjvNq45X |
| 2020-08-26 | A simulation-and-regression method for solving portfolio allocation problems with general transaction costs, temporary liquidity costs and permanent market impacts - #TCA and #OptimalTrading paperhttps://t.co/1OLTOw7ceT https://t.co/zUtfSDzJtK |
| 2020-08-26 | Stock market clock synchronization, drift and uncertainty explained in this short paperhttps://t.co/mP1mqw334L https://t.co/p8pClmFNMa |
| 2020-08-26 | ESG aggregate #Flow https://t.co/llky304Ddi https://t.co/wNKXYpgXTc |
| 2020-08-26 | A practitioner perspective on acceleration of AI #GPT3 #GAN #ML https://t.co/qJq4j2QCdk |
| 2020-08-25 | @risingodegua Budding ecosystem for Javascript contained in a Jupyter notebook-like environment https://t.co/yucqgNKNJ7 along with data structures for Tensorflow and data management here: https://t.co/y1bl8WHeYoShoutout to @risingodegua |
| 2020-08-25 | Re: FinTech Digitized Disruption“The biggest impact of digital account opening was significantly lowering the cost of origination, which unlocked the ability to create entirely new digital lending products."https://t.co/W6yqNtvARF |
| 2020-08-25 | JPMorgan divests Quorum to ConsenSys https://t.co/NwT4v7SSSU#blockchain #Codefi |
| 2020-08-25 | Evolutionary states of stock prices captured in graphs and a GNN model -EvoNet described in this paper#anomaly detectionhttps://t.co/Sti0dk0M1O https://t.co/AzZ07ygaze |
| 2020-08-25 | WFH Dynamics exploredhttps://t.co/UypMZYzzuW https://t.co/uyTe3g6QM9 |
| 2020-08-25 | Handcalcs - auto rendering of Python formulas in Jupyter https://t.co/Jcq9S2Iyl8 https://t.co/lXJcdSLIhy |
| 2020-08-25 | A Stopped Scaled Brownian Bridge Model for Futures-Spot Basis Trading explored in this short article (with reference links to papers on basis trading) https://t.co/McPRfA4von |
| 2020-08-24 | Much ado about Macrohttps://t.co/yQz4Qu5pOt https://t.co/nwlUWoavTr |
| 2020-08-23 | #AI Overhang?#GPT3 https://t.co/9UGMnK4Bi7 |
| 2020-08-22 | And this related post in streamlit in google #colabhttps://t.co/9HVm6E5Wfn |
| 2020-08-22 | Using streamlit on Google #Colab hackhttps://t.co/7BObVtdV11https://t.co/TTHgkGzWDp |
| 2020-08-22 | Thought provoking essay on the future of decentralized #work https://t.co/JRlkwLpAFv |
| 2020-08-22 | #NLP applied to Crude oil price prediction - paper#topicintensity #sentimenthttps://t.co/tbHrNFLZgyRelated #SeaNMF Python code for short text topic modelinghttps://t.co/O9nITt4Q85#WTI https://t.co/agZ86kQssD |
| 2020-08-21 | Trading polarity, market emotion and other analytical imbalance measures profiled in this paper (stock market in China) https://t.co/UX30IgL6dn https://t.co/3RN3ZKDxTT |
| 2020-08-18 | ‘information contained in the first earnings announcement in an industry generates new information for the industry and this information affects peer firms in the same industry.’ - alas, older data set #anomaly stock https://t.co/p4CAi4no9o https://t.co/5WgJ6YIOr5 |
| 2020-08-18 | Noisy stock price time series, CNNs and Discrete Wave Transforms to refine signals - paperhttps://t.co/bwiACakAti https://t.co/yqIjKgojyS |
| 2020-08-18 | #Liquidity dynamics and jump measures for stocks - paperhttps://t.co/FeEhhr1yim https://t.co/krAL29gcKW |
| 2020-08-17 | Hmmm.USPS 47 page patent application for blockchain based voting systemhttps://t.co/aOHgr8mUeC |
| 2020-08-17 | AI-powered hedge funds have outpaced average hedge fund returns by 3xhttps://t.co/dXam1jZNMS |
| 2020-08-16 | Key challenges in using machine learning for trading surveillance (e.g. bias, black box, unstructured communications) - FMSB reporthttps://t.co/nCy3vlJzB3 |
| 2020-08-16 | When value investing is short disruption and sector definitions become obsolete, you entered the new reality zone - short blog post https://t.co/7rrDVuCI56 https://t.co/TNmLxjC1GE |
| 2020-08-16 | Build publication quality books with Jupyter notebooks (with online interactive notebooks) using just markdown, Python and a minimal CLI.https://t.co/nV40O2IT1K https://t.co/rsz9moseD4 |
| 2020-08-15 | Latest portfolio optimization papers analyzed…https://t.co/Rp6oTw6C6f https://t.co/dfZ3zTYGhh |
| 2020-08-15 | The relationship between COVID-19 micro blogger sentiment and trading costs for ASX stocks - #tca paperhttps://t.co/AL00LMvOcQ https://t.co/EkDrPAFfhK |
| 2020-08-15 | Trading optimization for portfolios integrating trading costs and other features: #ml #tca paperhttps://t.co/1OLTOw7ceT https://t.co/DsRLvOwypD |
| 2020-08-15 | Deep learning based models of limit order books #lob paperhttps://t.co/9bnySu3CB0 https://t.co/GtG7o1pN1g |
| 2020-08-15 | Paper analyzes trade size impact in information in high frequency trading using (older) NASDAQ #HFT Data Sethttps://t.co/AzjWi7GRte |
| 2020-08-12 | Macro-factors and realized volatility network analysis in commodities - paperhttps://t.co/eK3uAegzga https://t.co/NW1jBN43sq |
| 2020-08-10 | Seasonality modeling on time-series using DE4S discussed in this paper:https://t.co/UVS8bOf2nkAnd coded in Python here:https://t.co/NPsyQnLcCu https://t.co/nRUKZFqw9W |
| 2020-08-09 | Machine learning based credit scoring - #ml paperhttps://t.co/gfyPRkk0vA https://t.co/QsHpQEj6cz |
| 2020-08-09 | Dark Pools, execution optimization and quantitative finance - paperhttps://t.co/3Es2iUnDbV https://t.co/1SBlJg5NaA |
| 2020-08-08 | #GPT-3 authored roast / poem on Elon Musk in the style of Dr. Seusshttps://t.co/Kq3NvhpLBT https://t.co/cVssE4g6y7 |
| 2020-08-07 | Reinforcement Learning abstracting away differences between TensorFlow and PyTorch https://t.co/7zYODUQmGI#ml #Python https://t.co/5l3gkxZEDs |
| 2020-08-07 | Stratechery opines on TikTok https://t.co/RkuC8Gf9Mu |
| 2020-08-06 | NLP, News and graphical interrelatedness using Python - articlehttps://t.co/Hoh4xHVUUG https://t.co/EkCVem9AzC |
| 2020-08-06 | Glass will be half-empty - #weforum https://t.co/TONGG8niLp https://t.co/sU2zlVxBQS |
| 2020-08-05 | LinkedIn open sources DeText - a Deep Text understanding framework for #NLP based ranking, classification, and language generation. https://t.co/cww7rEtgaS |
| 2020-08-05 | Road blocked,trees blocking access,power lines down, no electricity,no stove,no wifi,no AC,battery draining,Maybe a good day for a BBQ and a good book https://t.co/xkKJalTCGG |
| 2020-08-04 | @paulportesi @metadiogenes Thanks PAUL |
| 2020-08-04 | @metadiogenes @paulportesi https://t.co/4LJVvDTU5p |
| 2020-08-04 | @metadiogenes @paulportesi https://t.co/Im7n4tZdIL |
| 2020-08-04 | Survey of FX price prediction machine learning methodshttps://t.co/8iUPYyxyyO https://t.co/YjZXvyrN2w |
| 2020-08-04 | Paper analyzes the linkage between liquidity and spread indicators and COVID-19 sentiment for ASX listed stockshttps://t.co/8iUPYyxyyO https://t.co/BMtPhuOpdY |
| 2020-08-04 | Paper on machine learning and cryptocurrency valuationhttps://t.co/8iUPYyxyyO https://t.co/3ilre3k6bv |
| 2020-08-04 | FMSB and impact of machine learning in FICC - reporthttps://t.co/bQR5cS7FIW |
| 2020-08-03 | Broad analysis of FX Algo Trading in USD/JPYhttps://t.co/4zEgPdFDml https://t.co/ZI7M8Fuq0x |
| 2020-08-02 | “Patents are an excellent proxy for innovation and patent portfolios are essential for competing in fast-growing new markets." https://t.co/0UEuA8J30d https://t.co/oL0wRQ6DyG |
| 2020-08-01 | GPT-3 and a glimpse of the future of AIhttps://t.co/BUtptaTdhR |
| 2020-08-01 | Dirac Delta and its use to derive a closed-form model-free option implied volatilities - paperhttps://t.co/QynmGn0icu |
| 2020-08-01 | Paper models an exponentially risk-averse (or risk-neutral) inside trader who faces a transaction cost per share that is proportional to the size of the order.https://t.co/m2s8c6tXj1#TCA https://t.co/lkgkKoBOa6 |
| 2020-07-30 | Fragmentation in US stocks analysis by NASDAQ research https://t.co/cPJPMm8Irf https://t.co/KR8exjmC29 |
| 2020-07-30 | EC suspends obligations to produce (mostly unread) Best-Ex reports #MiFIDII https://t.co/fkxDeezBT1 |
| 2020-07-30 | GPT-3 in pictures and GIFshttps://t.co/VGGevt42ht https://t.co/zCA60InM1A |
| 2020-07-30 | Unified time-series prediction using HCrystalBallSource:https://t.co/sQYk5qyo1eArticle:https://t.co/CdKBRU51ck |
| 2020-07-30 | Open source Cornavirus vaccinehttps://t.co/fU2CwKnfuYhttps://t.co/Foa2MngDDF https://t.co/ryL32czYRn |
| 2020-07-29 | Time-series modeling using Seasonal ARIMA model (SARIMA) tutorial https://t.co/DfYqo2srxO |
| 2020-07-29 | NBA skills as a market https://t.co/YL7AIJqEib https://t.co/favDlpMXGx |
| 2020-07-26 | Fixed income basis trade dynamics - post COVID-19 https://t.co/9YxLVQx1sd https://t.co/6AaqKxaXhl |
| 2020-07-26 | Atspy - automl for time-series in Python - as easy as AutomatedModel(df)https://t.co/I5sNZAJgRO https://t.co/P4KNkvHecw |
| 2020-07-26 | Jupyter, Python, Bayesian and Kalman filtershttps://t.co/t12rqZtdyS https://t.co/QXufpT4S97 |
| 2020-07-26 | Kalman filters, in pictureshttps://t.co/ZXGhmbAokZ https://t.co/QKwGyYH25n |
| 2020-07-24 | PyGLN: Gated Linear Network implementations for NumPy, PyTorch, TensorFlow and JAXSource:https://t.co/3TplzjG9y9Deepmind paper:https://t.co/9vuu7phq9x https://t.co/ScpHv4y5nv |
| 2020-07-24 | Low-code machine learning in Python using Pycaret:https://t.co/1YsoSBs5dlSource:https://t.co/0J7UGbeMytStreamline example:https://t.co/meLTLj7wBbBlending models / ensemble:https://t.co/p6gcJhbDT3 |
| 2020-07-23 | Implementation of R’s tsfeatures package as a Python library for time-series featureshttps://t.co/lDpDOePtO6 |
| 2020-07-22 | MIT designed Covid-19 preventive Masks https://t.co/1aLMTe4Gtq |
| 2020-07-22 | A unified time-series library in PythonArticle:https://t.co/Mhqmt4JrvgSource:https://t.co/YgpShSCQ5a https://t.co/s5yCvrxrX9 |
| 2020-07-21 | CVaR portfolio optimization paperhttps://t.co/RzboLp1jmU |
| 2020-07-21 | GPT-3 and traveling faster than the speed of lighthttps://t.co/CQR8JzvlqH https://t.co/MT7drtBtNg |
| 2020-07-21 | Disrupting Skynet using GPT-3https://t.co/tJz0pkLsJq https://t.co/0MsHRY7NjQ |
| 2020-07-21 | @paraschopra @gdb @npew @gwern Disrupting PowerPoint using Gpt-3https://t.co/tJz0pkLsJq |
| 2020-07-21 | UIs in Python using Tensor, PyTorch, GPT-2 or arbitrary Python functions - gradiohttps://t.co/yBxHlg6zFx https://t.co/ecpdrADzfF |
| 2020-07-21 | Proximal policy optimization applied to limit order book #lob modeling with algorithmic benchmarkshttps://t.co/YE2olNznFA#TCA paper#lstm #fcm https://t.co/NkNtRspAuG |
| 2020-07-21 | Deep limit order book #lob modelinghttps://t.co/aqAE0OvqJU https://t.co/HS0t5lmGGk |
| 2020-07-20 | @paraschopra @gdb @npew @gwern Disrupting search is yet another GPT-3 target…#gpt3 |
| 2020-07-20 | Tokenization of documentary film-making #icebreaker https://t.co/wki3bV8kX9 |
| 2020-07-20 | On precision FX hedging for Corporate Treasuries https://t.co/6aj1x6Ixly |
| 2020-07-20 | Computational Graphshttps://t.co/k5qPVZpzbi |
| 2020-07-20 | GPT-3 vs Turing https://t.co/aPOhPuZbx7 |
| 2020-07-19 | Bitcoin / currency triangular parity arbitrage breakdowns - paperhttps://t.co/vjufUpVJi8 https://t.co/ezLgf82NIj |
| 2020-07-19 | Self-referential Ode to OpenAI’s GPT-3https://t.co/2VxlPmBowl#gpt3 |
| 2020-07-18 | Dynamic factor models and Kalman filters - paperhttps://t.co/aEJ7Jnb3a7 |
| 2020-07-18 | Modeling stock bond correlations across frequencies using DCC-MIDAS - paperhttps://t.co/R3jvC2IMXK https://t.co/daaoZ9cfL5 |
| 2020-07-18 | Stochastic trading behavior model using #LSTM and discrete high frequency trading order/trade dynamicshttps://t.co/R3jvC2IMXK#AMM #hft https://t.co/fkx7sTuJf1 |
| 2020-07-18 | Look-ahead factor model paperhttps://t.co/RsRaSFD455 https://t.co/OdGsYulW8P |
| 2020-07-17 | Fed sourced alpha? https://t.co/KJAf6luzOn https://t.co/MwN4KoYRSZ |
| 2020-07-17 | FT: is #ESG oversold? https://t.co/wV7Vd7qWaS |
| 2020-07-16 | Excellent paper on transformation of exchanges as marketplaces to vertically complex integration across capital structures, data and software services - excellent read https://t.co/RJnaWjQKMFBy @johannes_petry https://t.co/VCgjKsIO2p |
| 2020-07-16 | Deep Recurrent Q-Networks for Market Making #AMM Paperhttps://t.co/eAwTAGQQHq https://t.co/BI0lO7zJyx |
| 2020-07-14 | Winners of the 2nd Annual R Shiny Contest#rstats #dataviz https://t.co/ElwDIqIJQG |
| 2020-07-12 | @chasingvega1 They seem to find me. It’s a hobby to track papers - some are admittedly flawed but interesting, but always happy to hear if anyone finds any that are useful. |
| 2020-07-12 | Paper aggregates and classifies latest research in machine and deep learning with stock price prediction https://t.co/zVPvOVHkOj https://t.co/Lbf6ADQYH5 |
| 2020-07-11 | @TradeArcher @TheBradOnSE Thank you. Yes! |
| 2020-07-11 | Tutorial for training a recurring neural net #rnn on stock OHLC price data using Python scikitlearn https://t.co/29OsWcMycIJupyter Notebook:https://t.co/4oUZLi06GC#ml |
| 2020-07-10 | Python stock price prediction Jupyter Notebook with technicals based features #LSTMhttps://t.co/tTA8fQrTFF |
| 2020-07-10 | Paper that describes DWaves 2,041 qubit quantum annealer applied to a Portfolio Optimization problem involving 40 assets, which creates a solution space of 240, or 1.1 trillion portfolios from which to select.https://t.co/XTVNbhZta6 |
| 2020-07-10 | Failed attempts at applying #ml to stock price movement or market prediction are the norm - here is another admittedly failed attempt using #LSTM with Python codehttps://t.co/2EXXAjW2Fn |
| 2020-07-10 | #FactorFriday continues with Affinity Propagation, a clustering algorithm to cluster firms in similar risk factor groups. https://t.co/hWpSIFhnB4Which uses a sparse covariance estimator:https://t.co/uGlSV4WU1T#factormodel https://t.co/eDmTsSKR0X |
| 2020-07-10 | MetaFlow is Netflix’s open-source Python based tool to apply AI for time-series pipelines and workflows https://t.co/oRYEeEYdVP |
| 2020-07-10 | #Covid19: “This is a big fucking deal. If I would not be excommunicated from the world of science, I would call this an evil virus, but I can’t do that because I can’t impugn motives to it. But if I could, I would call it that. It’s certainly pernicious." https://t.co/nKZor1r4vy |
| 2020-07-10 | AutoML-Zero AutoML from scratch https://t.co/6dAx5wu2JP https://t.co/tLz1VEy9vC |
| 2020-07-10 | KartothekPandas dataframe generated by persistent blob stores including AWS S3 #Python library https://t.co/83lM7wbHkm |
| 2020-07-10 | And the TAQ based trading costs used with the source code can be found here:https://t.co/rkz8lR3HHT2/2 |
| 2020-07-10 | Stock Market Anomalies - 180 predictors + 105 new characteristics & their portfolios analyzedPaper, data and R code that #reproduce most published cross-sectional stock return predictorsPaper:https://t.co/ifqZ3oFIlQ#rstats Source: https://t.co/EdC652Yt9q1/2 |
| 2020-07-10 | Comparing stock liquidity across UK, the US, Germany and China - paper https://t.co/eS43g8J9aq |
| 2020-07-09 | Wavelet analysis for N11 countries - paperhttps://t.co/MHmBBIEAZO https://t.co/Wgvak19Lrl |
| 2020-07-09 | Wavelet coherence in COVID19 analysishttps://t.co/ZCPIKptA4QContinuous Wavelet Transform (CWT), Wavelet Transform Coherence (WTC), Partial Wavelet Coherence (PWC) and Multiple Wavelet Coherence (MWC) https://t.co/Ilsjag9FXf |
| 2020-07-09 | Fractal contagion effect of the COVID-19 pandemic on 32 global stock markets - paperhttps://t.co/LzCjpT670M |
| 2020-07-09 | Simple trend detection for stocks: TrendnetPython code:https://t.co/IktpILBvkL https://t.co/s4vq8VdlYQ |
| 2020-07-09 | Autoencoders, feature engineering and financial time-series Article:https://t.co/jrcEH2EAJfJupyter Notebook: https://t.co/XvO9J28ncJ |
| 2020-07-08 | BAML Macro research report on investment implications of #COVID19https://t.co/kz0JbYUuuk https://t.co/2PdWXJRZva |
| 2020-07-08 | %DV01 Liquidity dynamics of treasury and futures marketshttps://t.co/QNNFNk2EW7 |
| 2020-07-08 | BlackRock on MOC (Market On Close) Trading dynamics https://t.co/QNNFNk2EW7 https://t.co/3i5oiddATv |
| 2020-07-07 | @jamieleecurtis [cringe] https://t.co/PUovvGL93E |
| 2020-07-07 | Automated and parallelized feature engineering for time-series and class imbalance sampling and normalization methods in this new Python library Paper:https://t.co/dE0WfW5xN9Source:https://t.co/e3TUKcsRdW https://t.co/W691TjyNkE |
| 2020-07-07 | Python Time-Series machine learning libraries - pyts vs sktime vs tslearn https://t.co/mAdeoVeVom https://t.co/6NtYlWFkty |
| 2020-07-06 | Nowcasting using dynamic factor modelhttps://t.co/gsc1r6KquC https://t.co/gBWs6mg44l |
| 2020-07-05 | #TCA for Emission Trading on #LSEhttps://t.co/TdSdJwS4Dx |
| 2020-07-05 | Synthetic data - limit order book #lob data generation - paperhttps://t.co/hTi4EN5j1d https://t.co/HQ36pKQtmq |
| 2020-07-05 | BIST 100 Index price modeling using technical indicators with a suite of #ml models: SVM, DNN, Random Forests and Logistic regression - paper https://t.co/bdv5nh34YV |
| 2020-07-05 | Re: volume cyclicality trade signals - short paperhttps://t.co/bCFwBl0PMa |
| 2020-07-04 | Contemporary Art as Alternative Investmenthttps://t.co/qmYE6MrFvn https://t.co/7iAu6EMKHS |
| 2020-07-01 | @macroarb They find me :)Deep learning time-series library using sktimehttps://t.co/1IKF8owAfi |
| 2020-07-01 | Sktime time-series machine learning library Python code: https://t.co/6p7BJJwyduPaper:https://t.co/FrSdFtN3gp |
| 2020-07-01 | The maths behind #Covid19 herd immunity https://t.co/0HdiGmbWF7Paper:https://t.co/ia3uBtD9gS https://t.co/3h3G8N6Use |
| 2020-06-27 | Information asymetries, adverse selection post MIFIDII - paperhttps://t.co/k5iaDsX911 |
| 2020-06-27 | Quantum Computer Language - Silqhttps://t.co/Fm4BKBfCWvhttps://t.co/SLAKu4W2IJ |
| 2020-06-26 | Hope Not… https://t.co/2h9O3CF3pF |
| 2020-06-26 | Hmmm.  ðŸ‘👄👠https://t.co/ELOVk4BmFq |
| 2020-06-25 | Stark cybersecurity vulnerability for TikTok users who cut and paste passwords or other private information. https://t.co/1Op3nqMTUL |
| 2020-06-24 | Perspectives on Tech Comp with migrations from high-cost centers likely https://t.co/5Hdd6VAHJC |
| 2020-06-24 | FOMC link to stock market volatility analyzed in this article with Python codeArticle:https://t.co/9LocVEcjysJupyter Notebook:https://t.co/MzpJxh72GR https://t.co/mbAvddfth5 |
| 2020-06-23 | Limit Order Book stochastic #LSTM price prediction modelhttps://t.co/R3jvC2IMXK#lob https://t.co/wwf62s5u08 |
| 2020-06-23 | Awesome!“this virus resonates in the THz frequency, and spectroscopy in these frequencies reveals it promptly." https://t.co/38Gme6GaNb |
| 2020-06-23 | Probabilistic Sharpe RatioArticle:https://t.co/i4POLT1ETfGitHub Python source:https://t.co/XqTArBlpQy |
| 2020-06-23 | Hieararchial Risk Parity HRP in PythonArticle:https://t.co/5RXAlCKvKdGoogle Colabs implementation:https://t.co/xMc5qr7pfxBackground:https://t.co/3M5du3PQe2MLFinLab is an open source package based on the research of Dr Marcos Lopez de Prado https://t.co/kuHGbplZlt |
| 2020-06-23 | #Dataviz of #LOB Limit Order Books with Python Code#Kagglehttps://t.co/0uQLKJ3ehy https://t.co/pfR55OGBOa |
| 2020-06-22 | Simple LSTM model applied to predicting DJIA Stock index prices - article and codehttps://t.co/ZaSOrwYiBp |
| 2020-06-21 | Gait Emotion Classification using Random Forest#AffectiveComputingWired articlehttps://t.co/uAIYSBv1PvRelated Paperhttps://t.co/OGJqx08cLR https://t.co/Y1YiJAsclh |
| 2020-06-21 | Using LASSO to tame the stock factor zoohttps://t.co/Ko8Y8zBF6O https://t.co/S4g6VB9hNE |
| 2020-06-21 | Ode to Platform Engineering https://t.co/b4FBo6u1mW |
| 2020-06-21 | Ownership equity flows: https://t.co/Pv4sBArTPF |
| 2020-06-21 | Equity Flows… https://t.co/ZjZzGvVxg2 |
| 2020-06-21 | ABIDES, stock market simulatorPaper:https://t.co/J23J5zThgBPython source code:https://t.co/L1BTXeTh0A https://t.co/VtxbeO9fad |
| 2020-06-21 | Deep Learning, OOP, Type checking and Python code article https://t.co/fKOOQBAkV8 |
| 2020-06-21 | NYC Subway - decades of inertia and infrastructure malaise profiled after massive growth spurt https://t.co/9o6zrtZSXC |
| 2020-06-21 | US20200175602A1 - Pca-based portfolio margining.Another obvious innovation that should not be patented. https://t.co/bY1OYhwDFV |
| 2020-06-21 | Sectors as time-varying #factors modeled in this paperhttps://t.co/LKTFc0A32D https://t.co/kchfwzIBdL |
| 2020-06-21 | Face Mask efficacy in minimizing #covid19 threat - 2 Royal Society papers https://t.co/l7cnsz83hnhttps://t.co/ffM2r5fzCj https://t.co/sxroKBqUFh |
| 2020-06-21 | @OpenSourceQuant Hopefully I’m just the last resort of things to do :)And thanks for the #HappyFathersDay #FF |
| 2020-06-21 | Hurst, Amihud illiquidity and analysis of crypto market efficiency and maturity - paperhttps://t.co/gDGb7yilcj https://t.co/vnxQN8EPZV |
| 2020-06-21 | Russell Rebalance - price impact effects analyzed in this paper with related Python source code for reproducibility Paper: https://t.co/IUFCMkczKCCode:https://t.co/rcaDMQE92e#TCA https://t.co/o4xUYFaXoz |
| 2020-06-21 | High-Frequency Realized estimators of volatility - paper https://t.co/QgxSHSm0u4 https://t.co/Z7ILCAnxIu |
| 2020-06-20 | As browsers have become central to cross-platform user experience, malware has infected browser extensions with more consistency - #CyberSecurity https://t.co/vbXqkpBd0c |
| 2020-06-20 | Russell annual rebalance: analytics insights for Friday June 26th, a projected record volume day.https://t.co/L6PohBVXtP https://t.co/MCSLW9jID3 |
| 2020-06-20 | Paper on explicit and implicit trading costs including exchange fees and spreads in the US stock market - #TCA paperhttps://t.co/gaS06zoxVE https://t.co/xFxuZIg8FU |
| 2020-06-18 | Actually R code - my gaffe. Thanks. https://t.co/eVA0YzO3To |
| 2020-06-18 | Open source Stock anomalies - paper, code & data reproduces cross-sectional stock return predictors: 315 characteristics and 1,260 “anomaly” portfoliosPaper:https://t.co/IPpJOkQgovPython Source:https://t.co/6dJWA35rrrData:https://t.co/Z5Zgz4Iv13 |
| 2020-06-18 | Information implicit in stock option calls as a feature in predicting future stock returns… https://t.co/LhrAIjRosJ |
| 2020-06-18 | TileDB, storage for arrays, pandas, multidimensional feature arrays, and key value pairs and more…In C++ with interfaces for Python and R #rstats Medium article: https://t.co/JU132OzxWoGitHub:https://t.co/a7xFpoXLST |
| 2020-06-18 | Latency of #LoB #Liquidityhttps://t.co/Y6XUFnEnWX https://t.co/MBL2UGejfr |
| 2020-06-17 | AI based knowledge worker productivity scores and surveillance and broader societal impact… https://t.co/LDqZn2H9Ig |
| 2020-06-17 | Automated Market Making #AMM in DeFi #Crypto markets https://t.co/xNDYt34YIv https://t.co/PXu07CmOzt |
| 2020-06-17 | Touché Larry! https://t.co/Cy08YuVHnV |
| 2020-06-17 | Streamlit Series APython and not-Jupyterhttps://t.co/yZeAIVSvRi |
| 2020-06-17 | Aha, so we now plug in 6 Billion for F(I)in the Drake Equation to get an estimate of N. https://t.co/ckUtbm3AeJ https://t.co/a8o7a3qukV |
| 2020-06-15 | #Liquidity and related anomalies in #Crypto - paperhttps://t.co/KlW0J4WpyE https://t.co/rlBTBqL9DS |
| 2020-06-15 | Greedy Classifiers appied to real-time streaming financial data, in particular, S&P500 realized volatilityhttps://t.co/sGckUF3Eyv#ml https://t.co/cnoEtQ23Kr |
| 2020-06-14 | LamphoneTiny changes in light output from the bulb that those vibrations cause hundreds of feet away, With a laptop and laptop, Thorlabs PDA100A2 electro-optical sensor and analog-to-digital converter can spy.https://t.co/N1ogfYLT9j#CyberSecurityhttps://t.co/52GFxU2P05 |
| 2020-06-13 | Statistical arbitrage using Random Forests #ml for #Crypto - 2019 paperhttps://t.co/NuECPbCfbU https://t.co/5HYBlhLnJz |
| 2020-06-13 | Reimagined wealth management with #Crypto #DeFi conceptsZapper, Balancer, TokenSets,PieDAO https://t.co/9dip2fB0nJ https://t.co/lUIsUY8rnf |
| 2020-06-12 | LSTM with Custom-Loss function vs ARIMA in stock price prediction - paper https://t.co/DJ3ef0tT69 https://t.co/k8uiZZSy9Q |
| 2020-06-12 | Covid-19 Vaccination Progress #datavizhttps://t.co/TSayjKhJyy https://t.co/5MKIfWg21w |
| 2020-06-11 | SHIFT is a Python agent-based exchange simulator profiled in this paperhttps://t.co/gpFdIe1r8XCode:https://t.co/vNPovgnsm8 |
| 2020-06-10 | Analysis of deeply cyclical factor rotations and reversals…. https://t.co/emrJeJmmw3 https://t.co/4lLp92WvFu |
| 2020-06-10 | TradeWeb’s AI-Price model for bond / credit markets profiled here:https://t.co/j5RdxH7ShE |
| 2020-06-10 | Decoding #Covid-19 as a genomics service: GaaS https://t.co/oAU85IgvK4 https://t.co/DxaMlnT5eG |
| 2020-06-10 | Paper applies SVM of different kernel functions with HAR-RV models, and tries to build a model to improve the accuracy of short-term volatility prediction of Shanghai and Shenzhen 300 Index using high frequency datahttps://t.co/iK4rMz6O8b |
| 2020-06-09 | Mercenary.Amanda and #DarkBasin #cybersecurity attacks profiled in this report and the related FT article todayReport:https://t.co/jg395QXSA2FT article:https://t.co/BuXpe5cYGH |
| 2020-06-09 | intraday high-frequency returns based on non-linear, non-Gaussian state space models - intraday seasonality, covariance and other measures applied to stocks in Brazil - paperhttps://t.co/Zm0JLIBXcN https://t.co/wVcPmQqE4j |
| 2020-06-08 | ICMLInternational Conference on Machine LearningDynamic #DataViz of #ml papershttps://t.co/f9Vt6TtBU8 https://t.co/5M4bLxe8qC |
| 2020-06-08 | Apple patent for synthetic social-distanced selfieshttps://t.co/pK0XZD9MCt https://t.co/qSDYLYc0Dx |
| 2020-06-07 | Time-Series Classification Using Deep LearningAnd related Python packagehttps://t.co/dWbmwPr9oE https://t.co/UA305YvLks |
| 2020-06-06 | FiveThirtyEight on state-of-the-art Covid-19 prediction models https://t.co/VAyE3juTlH |
| 2020-06-05 | Differential Machine Learning - paper https://t.co/PYhMS1UFsqJupyter Notebook / Colab links https://t.co/NNZ91sR6ia |
| 2020-06-04 | 3d Vol Surfaces (and Python code) https://t.co/faQm42OUDp |
| 2020-06-04 | Verifact, a startup market for facts… https://t.co/TMvH3DfQZj |
| 2020-06-03 | Weighted Ensembles of Random Forests applied to market impact estimation of stocks trading on BATS - #TCA paperhttps://t.co/TnSaXr1TJV https://t.co/tmKUyiyaGb |
| 2020-06-01 | Real-Time #anomaly detection and the just-emerged from stealth mode AI startup https://t.co/I5Nzgik6kahttps://t.co/tflemUayKt https://t.co/LNQlAYxXAU |
| 2020-05-31 | Citi warns market valuations are out of step with grim reality and a lower likelihood of a v-shaped recovery https://t.co/bMvih06N6U |
| 2020-05-31 | Re: US Stock Markethttps://t.co/kPdPgJ8S6V |
| 2020-05-29 | Electricity generating fabric may be a key in next-gen virus-proof masks and clotheshttps://t.co/XdvTpWb7Ae |
| 2020-05-27 | The relationship of order aggressiveness and order size to realized market impact - #TCA paperhttps://t.co/B3E0QM3zYg https://t.co/LtgHkpqTo5 |
| 2020-05-26 | Stock sector classifications paper using machine-learninghttps://t.co/3Jf93GARTH https://t.co/1mY8YOYLm4 |
| 2020-05-26 | Continuous Futures contracts are needed for technical-charting, backtesting and valuation analytics. This paper applies deep-learning to splicing them.Deep Q-learning Networks (DQN), Policy Gradients (PG) and Advantage Actor-Critic (A2C) methods. #ml https://t.co/vXHYG12Ae7 https://t.co/mFNLLmqh0Z |
| 2020-05-26 | And Eigen Portfolios built using PCA may also outperform risk-partity and mean-variance portfolioshttps://t.co/iGJ0sQZ7uM |
| 2020-05-26 | Input Output #IO networks are used to analyze local economies with alt-sector nodes / aggregations and using random-walk based measurespaper:https://t.co/WDk7xQISfXr #rstats Xtranet source:https://t.co/JwqRT5Zfmt https://t.co/3b0xELGUWV |
| 2020-05-26 | WFH -> WFA [Work from anywhere] perspective | in TechCrunch https://t.co/6hDMyrJubc |
| 2020-05-26 | Machine Learning based portfolios with improved Covariance prediction - paper can outperform mean-variance and hierarchical risk parity - paperhttps://t.co/euujjeLHOi |
| 2020-05-23 | An expert on pandemics, infodemics and bullshit opines on all three | in TheGuardian https://t.co/bcO2ZdqWyw |
| 2020-05-23 | Good Covid19 avoidance strategies in the new abnormal… https://t.co/NzB69kCNva |
| 2020-05-22 | Algebra of Limit Order Books - paperhttps://t.co/HJkt1DLNWD https://t.co/j4Z3HY4uru |
| 2020-05-21 | Yet another patent application that seemingly ignores loads and loads of prior art in our industry - this one by Trading Technologies for automated internalization https://t.co/fhBKgVrnm6 |
| 2020-05-21 | And a more dimension-less, time-travel-less perspective can be found here…https://t.co/pEwaA8o1kW https://t.co/6xfKkkqbd1 |
| 2020-05-21 | Much ado about Jupyter Dashhttps://t.co/4pVMu9hOuc#Python https://t.co/xKkQLNzqqs |
| 2020-05-21 | FT on the surge in work from home turrets and other trading from home perspectiveshttps://t.co/beCK5mdbic https://t.co/BNEEQ70EYX |
| 2020-05-21 | Good empirical insights in replicating 452 so-called stock market anomalies… https://t.co/oVN4Hn3WLp |
| 2020-05-21 | McKinsey report and insights on #Covid19 and impact on corporate strategyhttps://t.co/415ZbtYDw5https://t.co/VuCDShbmoe https://t.co/MZLiugiXM1 |
| 2020-05-21 | BCG Report‘Winners innovate to accelerate out of a [#Covid19] crisis’https://t.co/jU2zRndHvx https://t.co/WIqV2hBfhG |
| 2020-05-21 | UBS Investment Research on Covid19 - seven themes and corporate beneficiaries https://t.co/WIo1J18ZZ0 https://t.co/MdDybrRimw |
| 2020-05-21 | #Covid19 Report by Oliver Wyman - macroeconomic and scenario analysishttps://t.co/B7EjXxPIoi https://t.co/Eu40YhovyH |
| 2020-05-20 | Another dimension or parallel universe where time travels backwards? | In NYPost https://t.co/DQmSLJ5Fev |
| 2020-05-20 | @PalmerReport widgets.Combobox( |
| 2020-05-20 | At 17 billion parameters, Turing-NLG is the largest known language model in the world today. Microsoft introduced the Zero Redundancy Optimizer (ZeRO) in February along with Deep Speed.$MSFT https://t.co/wpkZmW5xUB |
| 2020-05-19 | 🕠Arbitragehttps://t.co/TJW0Hez3VD |
| 2020-05-18 | A quick read Introduction to Deep Learning, Tensors and TensorFlow with Python snippets https://t.co/XSsYcIQM4t |
| 2020-05-18 | #dataviz of topics in #covid19 papershttps://t.co/8nWU6RnDWt https://t.co/vFkdyXmO7J |
| 2020-05-17 | $JCP Dodged the bullet …. this timehttps://t.co/SRlrGB9jHDBut, who really believes that those institutions who lengthened their duration with 100-year 7.625% bonds issued in 1997 will be still paying ANY interest in 2097? More on James Cash Penneyhttps://t.co/xm0XNutu8R |
| 2020-05-16 | Samsung announces world’s First Smartphone With Quantum Technology applied to authentication, cyber security and random number generation https://t.co/5DwBfPt0SD |
| 2020-05-16 | AI Knowledge Graphs for #Covid19 | in FT https://t.co/VG6OinXSCR |
| 2020-05-16 | Stay-at-home Saturdays are perfect for exploring the science of limit order books, Fourrier transforms for feature extraction and a #BigData of 18 quadrillion messages per day, with nanosecond timestamps | all in this #lob paperhttps://t.co/HAFqZo6G1I https://t.co/eGwC2KVm1m |
| 2020-05-16 | #Liquidity Commonality - liquidity-volatility and liquidity-covariance in #Brazil related to foreign stock investments - paperhttps://t.co/EIX8wGhIZB https://t.co/MH6hdBYiWL |
| 2020-05-16 | Meet Troglomyces twitteri a parasitic fungus discovered on Twitterhttps://t.co/kH5E4RSRbt |
| 2020-05-16 | Cryptocurrency price prediction using ensemble deep learning - bagged, stacked, lstm…https://t.co/I6Q5hOfQ1V#crypto https://t.co/ETXwe22MV1 |
| 2020-05-15 | Equity Quant Factor performance - YTD,via @quantpedia https://t.co/6F1oY6NwEa https://t.co/rkQNxr0tEJ |
| 2020-05-15 | $305M purchase was small but bonds but had impact on markethttps://t.co/lmDHIFtxvU |
| 2020-05-15 | Liquidity in corporate bond market ETFs and their constituents will be shaped by a new market participant - the Fed https://t.co/OcCrqbYn7y |
| 2020-05-15 | $FB open sources their AI ans chatbot technology with BlenderBot https://t.co/Ccu9a6pJTp |
| 2020-05-15 | Interesting Bitcoin stock-to-flow cross asset model describedhttps://t.co/4VpER48l36#crypto |
| 2020-05-15 | @McKinsey on Acceleration caused by Covid19 pandemichttps://t.co/MvvuDZ2Sgc https://t.co/4SrS00riaz |
| 2020-05-15 | Visa #Crypto is not an oxymoron, it is a Digital Fiat patenthttps://t.co/iB4tuFgNCz https://t.co/ElQpb7L2C8 |
| 2020-05-15 | Weaponizing Coronavirus Research | in NYT#Dataviz #Covid19 #Misinformation https://t.co/z3TxfAEyFf https://t.co/8i8ED0R1dn |
| 2020-05-15 | Several Time Series Compression Algorithms explainedhttps://t.co/PTTQRev6ZX https://t.co/ItQNAafDQj |
| 2020-05-13 | TheTrade”…report found that overall institutions slashed front-office headcounts by 5% year-on-year in the first quarter, down from roughly 51,700 full time employees, to 49,000." https://t.co/WQNP0pmDfc |
| 2020-05-09 | Analyze Basketball Shots using Python source codehttps://t.co/U7nkPykuNT#NBA #SportsDataScience https://t.co/XohkVQ42GT |
| 2020-05-09 | Dive into Deep Learning #ebook by Amazon data scientists https://t.co/PseDwJcEyz https://t.co/5xqBk5WQcy |
| 2020-05-09 | #DeepFake videos #misinformation and journalistic strategies for mitigating - via @Reuters https://t.co/gP61OBTsam https://t.co/1TOvRa8c3f |
| 2020-05-09 | Hmmmhttps://t.co/oQynkzULnt#Crypto |
| 2020-05-09 | Bitcoin price forecasting using 124 technical analysis indicators and a decision tree#Crypto $BTC https://t.co/3HeeA4SHPc https://t.co/vvkT9VmRZ4 |
| 2020-05-09 | TensorFlow, LSTM and Technical Analysis of Stocks • 2019 Paper https://t.co/vjq6YYMw2M |
| 2020-05-09 | Article on #Covid19 and impact of use of dark #liquidity to execute stocks by institutional tradershttps://t.co/cm0Zma0kWx https://t.co/lRpTtwGlVn |
| 2020-05-09 | Entropy and market efficiency paper: Sentiment and Granger Causality https://t.co/lKyz5LMVgj https://t.co/DbJkaqfEcP |
| 2020-05-09 | #Covid19 and Stock volatility, #VIX relationships using Google Trends, Regresssion and Impulse Response analysis • paperhttps://t.co/qlqHYu9gdv https://t.co/gI38tlVTIm |
| 2020-05-09 | Tidy Covid-19 Data for R#rstats https://t.co/vYaQdbiKYC |
| 2020-05-08 | Quant Easing - a non-technical Primerhttps://t.co/d4Z1jTuRXm https://t.co/L8WlTHdIzf |
| 2020-05-08 | Simple Recurrent reinforcement #ml model for stock trading explained in this paper along with embedded Python code. Good for novices.https://t.co/8sAc806LTl https://t.co/gJYmtHMMme |
| 2020-05-08 | BIS Paper describes how #ETF prices and illiquidity may reflect corporate bond market stress earlier than NAVs in the midst of #Covid19 https://t.co/R6aMMzuZad https://t.co/OIU1SyYERT |
| 2020-05-08 | Analysis of impact of #Covid19 on the muni-market https://t.co/orzNYszqDE https://t.co/2hVFzdXu0v |
| 2020-05-08 | Philadelphia Fed paper on impact of #Covid19 on corporate bond market - spreads, trading costs https://t.co/c2q9au4v1V#tca https://t.co/1APOtJAPZm |
| 2020-05-08 | Markov-Switching models and GARCH used to analyze the impact of #Covid19 on stock market volatility and #VIX • paperhttps://t.co/VxdBLR0O9N |
| 2020-05-05 | An open source hardware and software ventilator built by NVIDIA chief scientist and Stanford Professor Bill Dally that cleverly uses a Proportional Solenoid Valve. All parts aggregate to less than $400https://t.co/hg8RpSzx8F#COVID19 https://t.co/zrxUN99EID |
| 2020-05-05 | Is this the best of work in the future new normal: “a blurry mix of work, life, pajamas, and Zoom?â€https://t.co/8Nun8HIw1Y https://t.co/iDgfJyeJA8 |
| 2020-05-04 | Systematic and specific VaR for stocks and their exposures to commodities with embedded R #rstats codehttps://t.co/1PolOigiev https://t.co/sCaz1Qu1KA |
| 2020-05-04 | Values-based #ESG factor investing - paperhttps://t.co/tLPWauDudE https://t.co/PgEfVzWft4 |
| 2020-05-04 | Philadelphia Fed paper on economic consequences of various #Covid19 policies in America. https://t.co/2KKBMJb4uO https://t.co/pAfLRBE5jM |
| 2020-05-04 | #FakeNews news detection on social media - three machine and deep learning models compared https://t.co/WZvCyDdWQw#misinformation https://t.co/X3WBYOXjxS |
| 2020-05-04 | Linkage between volatility and stock liquidity modeled in this paperhttps://t.co/fV9p6lKNb3 https://t.co/6IhDGkWJhf |
| 2020-05-04 | #ESG Factor & Network Analysis and Optimization - paperhttps://t.co/iZXX9qP3sA https://t.co/YTC3kRsOIZ |
| 2020-05-02 | The Algebra of Limit Order Bookshttps://t.co/HJkt1DLNWD#lob paper https://t.co/0RA9sipi6k |
| 2020-05-01 | Well explained simulation and #dataviz of #COVID19 https://t.co/kUspgikaAP |
| 2020-05-01 | FX Algorithmic Trading and Complexity paperhttps://t.co/2fQR8DKG0o#entropy https://t.co/plpQCv6zjO |
| 2020-04-30 | @ltabb Well considered perspective Larry. Infrastructure has new meaning as well in terms of supporting the heightened demands around business agility and mobility in capital markets above the tick, the route or trade.Thanks, as always for your insights. |
| 2020-04-30 | Attention based neural nets applied to stock limit order books #lobhttps://t.co/MoqJAPmnr3 https://t.co/AZ7blliXgH |
| 2020-04-30 | @ArturSepp authored article on trend-following, crisis-Alpha and crisis-Beta strategies.https://t.co/sZWgHPj5Jz https://t.co/f9UUhpIjR5 |
| 2020-04-30 | 3D Mapping and Visualization with R and Rayshaderhttps://t.co/SuSfvhGKfg#rstats #geo https://t.co/jufFAFUmOO |
| 2020-04-30 | Imagine how hard it is to decouple from Google completely https://t.co/h23Emy9wde |
| 2020-04-30 | Free, large data set of Early Stage VC investors https://t.co/zaKMTtqMh2 |
| 2020-04-29 | FT on key challenges and opportunities for Private Equity post Covid-19https://t.co/zXCM4UWVaM |
| 2020-04-29 | MIT researchers release Clevrer, a visual causal / reasoning and neurosymbolic AI tool | profiled in VentureBeat https://t.co/UwijOF8Bdn |
| 2020-04-29 | 65 @Springer #ebooks on Statistics, Deep and Machine Learning https://t.co/PnCdxUuSeM |
| 2020-04-29 | Startup funding dynamics in the new normal - two reports: https://t.co/iXlTvq4c9Qhttps://t.co/OJJF5HBKao |
| 2020-04-28 | Stock price prediction paper using SVM vs LSTM Ensembles#ml https://t.co/nR4aXeMJVj |
| 2020-04-28 | Bitcoin Futures - price clustering analysis - stylized facts short paperhttps://t.co/aARNSdctGj https://t.co/kcQGBO8JjJ |
| 2020-04-28 | 25 Machine Learning Startups profiled in this Forbes articlehttps://t.co/8058Y3QpMR |
| 2020-04-27 | #Crypto currency predictions using #hurst #lstm and #chaotic properties - paperhttps://t.co/bYsKEkDVgr |
| 2020-04-27 | Ah yes, thanks for purveying and sharing the NBA analytics by @bballport https://t.co/fdK3K8yJKO |
| 2020-04-27 | #NBA seems so far-away, but shot selection embedded in accessible notebooks by @crumpledjumper that showcase the key analytic features are here now:Article:https://t.co/oCXmv0L5DoPython and Jupyter:https://t.co/GNeo5zlIHP https://t.co/QBrnfgm4tA |
| 2020-04-27 | Rethinking healthcare in new-normal also means new Ops - by @McKinsey https://t.co/Z7YO3pnGe0 https://t.co/zyDa3lFZtP |
| 2020-04-27 | Excellent article on status of GDPR and data privacy enforcement in NYT https://t.co/khwVSuFTxoWith Covid-19, pressures to optimize information across organizational boundaries for improved societal welfare may be a greater goal.#differentialprivacy #aggregation #gdpr |
| 2020-04-26 | Oil and Markets - brief historical perspectivehttps://t.co/ZqOgCNKFh6 https://t.co/Ipy3CbbHIL |
| 2020-04-26 | #Covid19 beta analysis with stocks using Bayesian regression and Logistic curve analysis Paper:https://t.co/rLSA4YYRsPSource code:https://t.co/oRyjACnaRg https://t.co/Q8TGqqzwrD |
| 2020-04-26 | Real data and simulated data are integrated in this analytical paper on agent modeling of high-frequency trading#hft #agent #paper https://t.co/LmOUaZShzz https://t.co/0wxzj0aNoL |
| 2020-04-25 | High market impact stock trades on DAX analyzed by informational quotient, limit order book dynamics and price correlation to informed trades#lob #tca paper https://t.co/NqbJlDUjaV https://t.co/JziYfp1P86 |
| 2020-04-25 | Dissertation on applying derived social media features to stock price, correlation and volatility movements https://t.co/cFbiQIm3k6#granger #twitter https://t.co/mJY19r4roM |
| 2020-04-25 | Dissertation on a functional form of market impact using machine-learning on limit order books and their stylized factshttps://t.co/MznWA8N1Nh#TCA #lob paper https://t.co/p7RVP8dz6z |
| 2020-04-23 | Three Time-Series #Ebooks:Time-Series Analysis https://t.co/PZRgE7rnzTIntroductory Time Series in Rhttps://t.co/DiqJOIyRm7Introductory to Multiple Time-Series Analysis https://t.co/LzlxlrfWXA#rstats |
| 2020-04-23 | Bitcoin returns stylized facts - paperhttps://t.co/ymHXNVLAwS https://t.co/16J09h2Q9u |
| 2020-04-23 | CoRisk - Covid-19 stock industry specific risk-assessments using 10k filings and sentiment analysisPaper:https://t.co/a6jiwGd1UJPython code:https://t.co/qhttH1JnL9#coronavirus https://t.co/nzKegtPP2U |
| 2020-04-23 | Limit order book #lob dynamics paperhttps://t.co/tHWPiDmndv https://t.co/EBQTBTJ79F |
| 2020-04-22 | @RobinWigg on sorcery, fixed income ETFs, heroes and villains and brings it all together…https://t.co/fg05Y3sAOO |
| 2020-04-21 | Article on Random Forests and Decision Trees with Python code and Github source:https://t.co/iwqrYd705P https://t.co/F0lCnD0DPl |
| 2020-04-21 | Factor analysis - Lazard monthly reporthttps://t.co/i7ykVK1hNQ |
| 2020-04-21 | Factor strategy performance analysis by Robecohttps://t.co/KOBi0ikLyA https://t.co/83DXzq0IFb |
| 2020-04-21 | Liquidity as a priced risk-factor in stock portfolios on the Karachi Stock Exchange - paperhttps://t.co/1hXEAy50ln |
| 2020-04-21 | Closed-form model-free implied volatility formula using delta-sequences - paperhttps://t.co/yw79O8PBoq https://t.co/r5J6VBdwuV |
| 2020-04-20 | Instagram founders launch https://t.co/CGsjDKjF1A to estimate estimate #Covid-19 real-time #R0 using a Bayesian approachJupyter notebook:https://t.co/oJtBW25gv4TechCrunch story:https://t.co/Q26SF5LOvd#rzero https://t.co/pucwFWrxjv |
| 2020-04-18 | Nassim Nicholas Taleb opines on Cryptos:https://t.co/yiSEzlL9oH |
| 2020-04-18 | Post Covid-19 Office Design in @FastCompanyhttps://t.co/62YFlvUBqo |
| 2020-04-16 | Deep Transformer Models for time-series prediction - paperhttps://t.co/JunvLym1U7 https://t.co/YH7DbABbVw |
| 2020-04-16 | Momentum Portfolioshttps://t.co/opgOqxaMKY https://t.co/yjNPKFNc7H |
| 2020-04-14 | Consumer FinTech top Twitter follows - (25 of 50)https://t.co/kMToVQHC4v |
| 2020-04-10 | Intro to Mathematical Programming #ebook - more conceptual than laden with examples #Python #Pyomo optimization supply-chains (2015) https://t.co/stWBStb0HL |
| 2020-04-10 | Cross-market-impact model - #TCA paper futures / bondshttps://t.co/6Jkn2fD2Hi https://t.co/rjdHaenUe3 |
| 2020-04-09 | @Frank_Zamboni Simple is better - for all of us. |
| 2020-04-09 | High-frequency recurrent neural nets - paper https://t.co/Sj1QfqSkrN https://t.co/nvZAaRR9q1 |
| 2020-04-09 | High-frequency stock trade classification dissertation using a variety of #ml methods https://t.co/wHx047pzHV#hft https://t.co/IqAwGJdVa8 |
| 2020-04-09 | Jump volatility dynamics in #Crypto https://t.co/uzPXp7El1q https://t.co/IYKZkDJXRA |
| 2020-04-09 | Bitcoin quantile correlations and leaky covid-19 hedge dynamics paperhttps://t.co/307yKmgoFn https://t.co/BKB4uYLBlh |
| 2020-04-08 | Covid-19 inspired resurgence of forgotten tech trends… https://t.co/Ej2VT3GGeP |
| 2020-04-08 | FX Volatility around macro events and impact on algorithmic trading decisions… https://t.co/uhllHRF6vU#TCA https://t.co/f0dOYcqBkW |
| 2020-04-06 | A lens on Post-Pandemic NY? https://t.co/qSMocnUmkM |
| 2020-04-06 | AmboVent-1690-108 project open sourced hardware and software by the Israeli Air Force is an alternative emergency ventilation system for presumed #Covid19 patientshttps://t.co/0ujNNG9kR9Arduino code:https://t.co/KO86qjAYQahttps://t.co/QUhIgnwXrY |
| 2020-04-05 | Uber and OpenAI collaborate on Fiber, a multi-processing platform for large scale data science projects using #MLBWeb:https://t.co/yk92tUgNp7Python Source:https://t.co/ME0LI52Bv4Paper:https://t.co/OReBc2ivNpUber #AI Use case - POET:https://t.co/G0uaUXcHuk https://t.co/FlkVMLRLaB |
| 2020-04-04 | Real-time streaming Quadratic Covariationhttps://t.co/u4CoH1Dq7c https://t.co/8Zwe8oawZL |
| 2020-04-04 | #Covid-19 Apps translated viaAndreessen Horowitz #a16zDeck:https://t.co/M17ZqsFJWbLink:https://t.co/VA0RJhkT8I https://t.co/hfiKAiVTpJ |
| 2020-04-04 | The latest cybersecurity details on $ZM use of a very hackable encryption and key transmission methodologyhttps://t.co/DUBqcKKni2 |
| 2020-04-03 | Yes they are…https://t.co/9CKnuNNPPv |
| 2020-04-03 | #COVID19 paper“estimates suggest that there is substantial under-ascertainment of cases in the younger age groups”https://t.co/wBTeOv1dxTR source code #rstats:https://t.co/jbDUro8ilHReproducible data set:https://t.co/jbDUro8ilH#paperswithcode https://t.co/eQJmBn4QQK |
| 2020-04-03 | Is Bitcoin a safe haven?No, according to this paper:https://t.co/307yKmxZwV |
| 2020-04-03 | Covid-19 Virtual Hackathon @MIThttps://t.co/Fsq11iT7Ci |
| 2020-04-02 | Of course, when volatility rises so does impact market costs, but what other insights for trading can be extracted from a regime of war vs Covid-19?https://t.co/gi3WJ3fPZl#TCA https://t.co/EQnRB5iHml |
| 2020-04-02 | Start-Ups and the ‘Great Unwinding’ in the NYT https://t.co/FXauPZenZS |
| 2020-04-02 | Stratechery on Twitter, Covid-19, Masks and strategy https://t.co/Ikhby5NX9R |
| 2020-04-02 | Coronavirus Quant QuakeProfiled in FThttps://t.co/0CgeIVwfiT https://t.co/R8dAHLBcbm |
| 2020-04-02 | $ZM has to correct these serious security bugshttps://t.co/tiz7wj7hZtAnd stop their misleading marketing around encryptionhttps://t.co/qVOMxQQNp7And should not be used in Enterprise settings or by startups communicating with their customers |
| 2020-04-02 | And this article summarized those $zm security gaps wellhttps://t.co/7MOrjNewYz |
| 2020-04-02 | And $ZM clearly is missing security DNAhttps://t.co/InO5RTZMB6https://t.co/LpRZU6h6E1https://t.co/3YMtXonNlk |
| 2020-04-02 | Price reversals and stock size linkage for stocks in Indonesia - paperhttps://t.co/ShL06I7lmP https://t.co/EceEaf11rA |
| 2020-04-02 | Sliding Window (LSTM vs ARIMA) applied to Russian Stock prediction https://t.co/j7TFM98pU8#ml https://t.co/EubFvbffI7 |
| 2020-04-01 | What are the challenges in building good Covid-19 models? https://t.co/iYULOds6XR |
| 2020-03-31 | Hmmm. https://t.co/hWgaIWydOf |
| 2020-03-31 | It’s time…https://t.co/SNYrfdhYtW |
| 2020-03-31 | @nntaleb on ‘white swan’ pandemics and managing their tail riskshttps://t.co/aOsnAmfta7 |
| 2020-03-31 | Cryptocurrency paper - broad survey of markets, data sources, models…https://t.co/s9qD6rfbgq https://t.co/pK2snxggaQ |
| 2020-03-31 | And now another open #altdata project - Dolthubhttps://t.co/dLO5FIExyf |
| 2020-03-31 | Various V-Shaped Vicissitudes via @fundstrat https://t.co/g3482OQEg9 |
| 2020-03-31 | Dash and Plotly and yet another #Covid19 Dashboard https://t.co/eHepyIWWV3 |
| 2020-03-31 | Covidify is a collection of#Covid19 Jupyter Python notebooks along with Python scripts to handle #dataviz https://t.co/VBvgPY6FeR |
| 2020-03-31 | Not a chart I like to see at allhttps://t.co/q3ScWJSTyC#dataviz #Covid19 https://t.co/1n9bFBuMZX |
| 2020-03-31 | Shiny #Covid19 Dashboard in R #rstats https://t.co/JEg3y3JPEz https://t.co/6RH8bfgDT7 |
| 2020-03-31 | @SalArnuk I liked the way his chart depicts describe complexity factors for execution quality around a benchmark like VWAP - not sure I like the Radar chart so much, but love the variables. |
| 2020-03-31 | Similar ICLR 2019 collection of machine learning papers curated by @twosigma https://t.co/AF7pIfHUUu |
| 2020-03-31 | NeurIPS 2019 Highlights by @twosigma - Key Themes and Papers including #Covid19, #NLP, Reinforcement Learning, Synthetic Data…https://t.co/KTQM4duAa5 |
| 2020-03-31 | Coronavirus misinformation dashboard:https://t.co/TLzRSTUMiRLeverages this Python Twitter libraryhttps://t.co/Li0RDrQYgSPaper:https://t.co/til42jqLvu https://t.co/eImFv8pBz3 |
| 2020-03-30 | https://t.co/uo2ZIaTJ5g on data quality challenges for #Covid19 predictions https://t.co/p0ffck7xCR |
| 2020-03-30 | “Eigen said on its website that a legal client also used it’s NLP platform to analyze approximately 150 loan agreements that are each several hundred pages long. Eigen automated the extraction of more than 20 data points” #NLP for Libor #RFR Transition https://t.co/8Is8tGNHH8 |
| 2020-03-30 | Goldman quant execution executive opines on execution, correlation, reversion and volatility dynamicshttps://t.co/ScnVeVb6U9 https://t.co/tUHtWMHYQr |
| 2020-03-30 | Covid19 and Masks - the science behind their utility and effectiveness https://t.co/Dx7ICa3Owt https://t.co/anmM4McCAt |
| 2020-03-29 | @jphme Chuckle: $Zm ‘does everything right’ is a strong statementTheir valuation as a multiple of revenue growth in an industry where they are not dominant is obscenely high - all those other tech companies are DOMINANT and can arguably control a key niche away from zoom. |
| 2020-03-29 | @jphme My main point is around valuation; is it clear they have a commanding lead - no! Is it clear they have a superior product - no! Do they have synergies with desktop and mobile OSs and Enterprise software - no.They are a pure play, interesting, nice product with PE backing… |
| 2020-03-29 | And for Grandparent to parent to child communications, is zoom demonstrably better than FaceTime or Duo? Does zoom have more usage in family communications? It’s a good niche product in a competitive market where they can be outspent & out integrated. https://t.co/vbs7eam0fF |
| 2020-03-29 | When I was in startups I used Zoom a lot. Zoom is popular with startups, but not nearly as much with large Enterprise users. Aside from the ability to change default backgrounds, I can’t say it is on balance more useful to an Enterprise user like me, since it’s less integrated. |
| 2020-03-29 | I have used zoom, for communications reliability I prefer WebEx and for integration with teams I prefer Microsoft’s product. I used zoom as recently as Friday and the experience was not remarkably different nor was it integrated - with other Enterprise channels. https://t.co/OROrchAKaM |
| 2020-03-29 | $ZM in a growth space clearly, and the relative valuation reflects the lack of growth in airlines for sure, but the sheer magnitude of relative valuation reflects sentiment and PE exuberance over fundamentals, agility and ability to truly lead the industry with product. |
| 2020-03-29 | Zoom does not have a MOAT vs Microsoft Teams/Skype, WebEx for Enterprises nor does it have an offering across adjacent niches like Houseparty. |
| 2020-03-29 | $ZM is tethered to an alt-reality and to FOMO sentiment zeitgeist https://t.co/UxJHnMV4op |
| 2020-03-29 | Coronavirus pandemic and continued existential challenge for many hedge fundshttps://t.co/Vq7lAr5yHi https://t.co/PupVw5XE6K |
| 2020-03-29 | Factor performance in the last decade - analysis https://t.co/lfhWBKQdCl https://t.co/OnQyYkuqkL |
| 2020-03-29 | Ughh… https://t.co/qqy0bxbGMl |
| 2020-03-29 | Open source health movement profiled here:https://t.co/CIa1Kh9c1T |
| 2020-03-29 | U. Of Florida’s Open Source Ventilator Projecthttps://t.co/0oB65ATrxg https://t.co/UMGEdbvIZw |
| 2020-03-28 | Impact of MIFIDII on Liquidity, Price Formation, Spreads, Lit vs Dark Dynamics of STOXX 600 Europe Index - #TCA paperhttps://t.co/SWpJTDYdOW https://t.co/xIVC1msZ6G |
| 2020-03-28 | @Karyagin_A Fixed:https://t.co/SD9Yyyj4qP |
| 2020-03-28 | The correct paper link is here:https://t.co/SD9Yyyj4qP https://t.co/Uhk1dV4xlH |
| 2020-03-28 | WorldQuant paper on using Hurst in trading strategies along with embedded Python codehttps://t.co/8lh41CKhBsGitHub: https://t.co/5ciKQByFvn https://t.co/g7kXSqYypc |
| 2020-03-28 | The importance of nowcasting vs prediction and other Covid19 inspired lessons for quants by Marcos Lopez de Prado https://t.co/8lh41CKhBs https://t.co/8lh41CKhBshttps://t.co/8lh41CKhBs |
| 2020-03-27 | Alternative stock classifications to GICs using #NLP of 10k reports and other #ml methods exploredhttps://t.co/2aN5047rjp https://t.co/LNpDabaqcj |
| 2020-03-27 | #Liquidity commonality in Brazilian stocks analyzed in this paperhttps://t.co/OmPFzFif3r |
| 2020-03-27 | “It’s only when the tide goes out that you learn who’s been swimming naked.- Warren Buffetthttps://t.co/yuYCr5Qu4x https://t.co/Wbwf7dmd6E |
| 2020-03-26 | Treasury and Bond Futures Liquidity - paper‘Although overall risk volume is greater across all cash securities … the liquidity hierarchy is more complex, with certain futures contracts moreliquid than certain cash securities and vice versa.'https://t.co/yw9ZVfeBJE |
| 2020-03-23 | …And Zoom devices that track programs that are running on your device…https://t.co/X0y0GMkeBa |
| 2020-03-22 | Another ventilator project - from MIT #E-VENT https://t.co/5kCN4dMc2q |
| 2020-03-22 | #Covid19 Web App - multiple sources aggregatedhttps://t.co/QTe8gSwgaN https://t.co/AEqXp1I0wN |
| 2020-03-22 | TheAtlantic on impact of late response in the Us to #Covid19 https://t.co/bUIq3mJxIt |
| 2020-03-22 | #COVID19 – Global Statistics from EU’s CDC including country rates of doubling https://t.co/SiVJc2kQL6 |
| 2020-03-22 | Locked-Down Lawyers and devices that listen…#privacy https://t.co/lMF3NIYNAK |
| 2020-03-22 | Rob Hyndman on the challenges in forecasting #covid19 transmission and human and other impact https://t.co/bWrnjrotgJ |
| 2020-03-20 | Kaggle Jupyter Notebook of #Covid19 Research Papers#dataviz of Clustering in #Python https://t.co/rXf3hTBDBV https://t.co/Vf5wS3lLCA |
| 2020-03-20 | Optimal Market Making paper#AMM #Hawkeshttps://t.co/HxD9EGGVcU https://t.co/uR4LXHRJ49 |
| 2020-03-19 | @aifazza Or letting it expire worthless |
| 2020-03-19 | McKinsey snippets on #Covid19 impact on business strategy and execution https://t.co/th4pFji8Uw |
| 2020-03-19 | Open source ventilatorhttps://t.co/bnLiANZhpA https://t.co/aN64BLBRlr |
| 2020-03-19 | Financial Engineering of #Covid19 ==> Infection Optionshttps://t.co/Hvli7BCWmE#paper |
| 2020-03-18 | Hope for the afflicted… https://t.co/mNBkdmbkPH |
| 2020-03-18 | Hmmm…https://t.co/rLSB28miY5#Coronavirus treatment https://t.co/E2DQqPI5Xr |
| 2020-03-17 | Liquidity, leverage and information…https://t.co/ZrQi7zT506 https://t.co/mOOaosXw7c |
| 2020-03-17 | Wolfcom extreme facial recognition and real-time record mapping…https://t.co/Ua3fL7GTTv |
| 2020-03-17 | COVID - Interactive #Covid19 pandemic calculator https://t.co/xpIE0pVTvh |
| 2020-03-17 | COVID-19 Open Research Dataset Challenge (CORD-19) for AI / ML / Data Science includes Coronavirus datasets and 29k related papershttps://t.co/bkWPPzQsJpTechCrunch Article:https://t.co/wHQmcP8rCDSiliconAngle Article:https://t.co/noqB6YcKrA https://t.co/wJhq0X0dMF |
| 2020-03-16 | We are at war on multiple flanks - #covid19 and #cybersecurity and they are linked… https://t.co/NuOrJcY3ml |
| 2020-03-16 | @ltabb @TABBGroup @TabbFORUM @dawnmlim Happy for the WSJ story. But, another sad consequence of our #Covid times. Global market structure won’t be the same without your firm’s sage perspectives. Look to catch up in person after covid is controlled, contained and a new normal is ahead of us all. |
| 2020-03-16 | Scipy used to build a simple Sigmoid curve fit of Coronavirus transmission in a Google Colabs Jupyter Notebook#Python vs #Covid19 https://t.co/YFsFCeGbcy https://t.co/aVYqc7MC0D |
| 2020-03-16 | Love this idea TL;DR Apphttps://t.co/CVuGdRo387 |
| 2020-03-15 | Washington Post #dataviz #Covd19 simulator https://t.co/ll90iNclyt |
| 2020-03-13 | Scary Friday 13th!Notes from an expert panel on Coronavirus suggests we are already past containment stage and can expect aggregate mortality in the US to exceed one-million.https://t.co/SJZSqDaEwp https://t.co/kUpvRq3TFH |
| 2020-03-13 | Goldman analysts highlight how top-of-book liquidity loses its importance as equity futures markets swirl rapidlyhttps://t.co/9rzEQeMECA |
| 2020-03-12 | New paper on #liquidity characteristics of stock market anomalieshttps://t.co/M9WUpedwSc |
| 2020-03-12 | Asset inflation and American Consumer profiled in this FT articlehttps://t.co/Cl05JaJuKF |
| 2020-03-11 | Covid19 US transmission forecasts by @MackGrenfell based on simple exponential growth curves and a variety of assumptions https://t.co/JYcezxxG1f |
| 2020-03-10 | A #SwiftUI optimized Coronavirus tracker App #IoSSource:https://t.co/LmwcdS0B2T https://t.co/UrdZM8vxcm |
| 2020-03-10 | Google announces Quantum TensorFlow…https://t.co/qK4BrWO6Jf |
| 2020-03-10 | Netflix open sourcing quantification-of-risk library - riskquant https://t.co/rPF9bM6VgZ#cybersecurity |
| 2020-03-09 | LSTM, deep learning and crypto currency price movementshttps://t.co/ikRfuI4hHs https://t.co/dnrM3mNwkI |
| 2020-03-09 | The Renaissance portrait [of the Mona Lisa] turned the face into an enigmatic treasure, but facial recognition has converted it into a commodity. | In FT https://t.co/3VjSa2TBcl#privacy #FacialRecognition |
| 2020-03-09 | The new competitive dynamics of collision | MIT Sloan Review https://t.co/XIBDiEknk7 |
| 2020-03-09 | On #ML and Trading: “The future is uncertain, but hedge fund front offices will be cloud-enabled, data-led hotspots for machine learning applications. The only remaining question is who will change with the times and who will be left behind."https://t.co/kHl9AFxLyj |
| 2020-03-08 | Bitcoin price jumps, cluster phenomena paperhttps://t.co/GBv8lSmsxl https://t.co/jV8D7Ipe4Z |
| 2020-03-08 | Stock volatility and skewness spillovers analyzed in this paper using Maximum Overlap Discrete Wavelet Transform with multi-resolutionhttps://t.co/DaNmLIl0tz https://t.co/UlRdY22PhM |
| 2020-03-07 | Visual comparison of stock market price moves between the financial crisis in 2008 and the corona equivalent aling with the JavaScript and #D3 code to reproduce https://t.co/lnYpZopqej https://t.co/7jzUmoE38x |
| 2020-03-07 | @CT_Bergstrom Powerful Coronavirus Chart for the US - increased Telecommuting use is part of the answer |
| 2020-03-07 | #Coronavirus - it could get much worse before it gets better… https://t.co/iEfJMURB4f |
| 2020-03-07 | Sentiment features engineering in machine / deep learning of stock market price movementshttps://t.co/yVzIdYGR47#ml paper https://t.co/aU1OOGlLEB |
| 2020-03-06 | On the increasing prevalence of intense market shocks | in FT by @RobinWigghttps://t.co/Q5nTQ1DIlo https://t.co/DTOR96qska |
| 2020-03-06 | Bagel Street’s Locate X technology vs Privacyhttps://t.co/OVLNUwcsIO |
| 2020-03-05 | Coronavirus transmission dynamics may be modeled more effectively with clever use of Vessel trajectory meta-data information embedded in shipping data as this paper highlights and as the Origin Destination Matrix #OD graph supports:https://t.co/zckRzd2tcx https://t.co/5lRGX78FWI |
| 2020-03-05 | Google’s DeepMind applies their AI acumen to #Coronavirus data science with #AlphaFoldhttps://t.co/QYydPY5fVG |
| 2020-03-05 | Two Sigma launches Scout for open #altdata search and discoveryhttps://t.co/UyFCsCpiM2 https://t.co/68lGP8Kqxe |
| 2020-03-04 | #Coronavirus #AltData https://t.co/G7m5dgkmg9 |
| 2020-03-04 | Convex Coronavirus Hedges (or Bets) profiled in the WSJ https://t.co/SNnkVuPSlu |
| 2020-03-04 | https://t.co/5DVsTV2DtR |
| 2020-03-03 | The Atlantic today on Coronavirus US Statshttps://t.co/FFfi44m19e |
| 2020-03-03 | And more on Clearview partnerships and camera design…https://t.co/AJLpp7ZJv9 |
| 2020-03-03 | Dynamic Volatility Models - paperhttps://t.co/o8v6EI1Png |
| 2020-03-01 | Blacrock’ s Aladdin business profiled in FThttps://t.co/Q3WCIoPAr1 https://t.co/5qH8Bwuy1k |
| 2020-03-01 | Corporate Bonds - TRACE and ZEN analysis paperhttps://t.co/Px7om6N3ez https://t.co/GHDCBQ2wY4 |
| 2020-03-01 | Paper on impact of ETFs on pooled and equilibrium price and liquidity dynamics of stock constituentshttps://t.co/VK75F4UYJq https://t.co/UEoyi1MnHT |
| 2020-03-01 | Factor herding effects on #FAMA factors of momentum and value • paperhttps://t.co/56PdXhm4df https://t.co/fMVxzTws74 |
| 2020-03-01 | Apparently, China is using facial recognition with thermal cameras to map personal identities to potential #coronavirus transmission dynamics.A treasure trove for a health data scientists and a nightmare for privacy mavens…#Covid19 vs #Privacy https://t.co/EpXkShqENp |
| 2020-03-01 | #AutoML pipeline workflows in #Julia https://t.co/m15uf1y4yD |
| 2020-03-01 | Clearview #privacy exposéhttps://t.co/WTVkp740Xg |
| 2020-03-01 | #DeepFake photo detection with Python sourcehttps://t.co/4vNr4KxKCE https://t.co/f4jEV0hLlc |
| 2020-02-29 | A practical introduction to FX Derivatives - history, products, smiles, technologies…https://t.co/IJoXBYERxv |
| 2020-02-29 | Flask, Plotly Jupyter dashboard and #dataviz of Coronavirushttps://t.co/8C9TkJdi9e |
| 2020-02-29 | Another Coronavirus Jupyter notebook using John Hopkins culled data and Python codehttps://t.co/ZBoPPoPf8v https://t.co/aWWa3vlWsg |
| 2020-02-29 | An experiment: Quantum Black Holes, Wormholes, the AdS/CFT conjecture- The Atlantic https://t.co/BWNZD1jBmW |
| 2020-02-29 | I am often asked for good place to start to learn machine-learning applied to time-series prediction - this excellent 3-part journey by @eprosenthal into scikit, ARIMA and X is a very good start. https://t.co/JWWwbRi7wMhttps://t.co/ORryuslCd6https://t.co/NTiy0EBezb |
| 2020-02-28 | Kaggle kernel with pandas_profile of Coronavirus transmission datahttps://t.co/tFORJVrdUB https://t.co/Z3eIxRTlY1 |
| 2020-02-27 | Volatility Virus | in FThttps://t.co/UiYNxzz4BM |
| 2020-02-27 | Hmmm https://t.co/bYaCz1CalH |
| 2020-02-27 | Kalman Filter and Coronavirus prediction https://t.co/6SfdWtQygS https://t.co/gYabBR95hN |
| 2020-02-27 | YC’s startup founders guide https://t.co/Os8I5hyniihttps://t.co/x2PuJpc9R0 |
| 2020-02-24 | Useful #dataviz options to inspire… https://t.co/TJPTtnYyEm https://t.co/nOm6WnEHmf |
| 2020-02-24 | And the Python (and R wrapper ) Github site for extended isolation forests is here:https://t.co/AnSr9rrkh7#anomaly #rstats |
| 2020-02-23 | Machine-Learning Model Interpretability with feature selection and Python code to capture marginal linear and non-linear effects #ml blog post https://t.co/nOZkUJAc6u https://t.co/wbzioG1fcG |
| 2020-02-23 | Coronavirus transmission #EDA in Jupyter Pythonhttps://t.co/xyuTdjzk0K#Covid19 |
| 2020-02-23 | Generally, not a good idea to short bet against RenTech https://t.co/OgAmGXurFp(and JPMorgan)https://t.co/jEbp4btFN7…https://t.co/vfpQC2Qpuj https://t.co/voe4vcApAe |
| 2020-02-23 | Uber’s open source M3 Time Series Database #m3db optimized for streaming, massive scale #IoT and #AI Profiled in this article:https://t.co/EhbsIa3r7SSource:https://t.co/9mV9HCGsJ1Video:https://t.co/zoliCS2aZ2Spinoff by ex M3 engineers:https://t.co/w05GV835RP https://t.co/rr28UvSpTb |
| 2020-02-23 | VectorBTVector backtesting library at scale, in Pythonhttps://t.co/P8v84yKLit https://t.co/bMPL6Z4eBS |
| 2020-02-23 | Extended Isolation Forest #ml methods and #anomaly detection https://t.co/T5C8duvzGu https://t.co/NJ47GAb5I3 |
| 2020-02-22 | Outbreak Analyticshttps://t.co/AIenMbjWBw https://t.co/g5KYdT9KXR |
| 2020-02-22 | Paper - a long short-term memory deep-learning(LSTM) network is apparently able to detect asset bubbles.#ml https://t.co/wMha8WONMg https://t.co/2mIxGmQL3H |
| 2020-02-22 | JPMorgan report on institutional Blockchain initiatives for cashless payments https://t.co/gRWbt84wSV https://t.co/44weGkqasj |
| 2020-02-21 | Liquidity Dynamics in Australian Stocks • paperliquidity momentum, industry effects…https://t.co/X9zazmtwDj |
| 2020-02-21 | Corruption NetworksPaper with #dataviz analysishttps://t.co/A7yStA2HnA https://t.co/VhLo2f22d8 |
| 2020-02-21 | Paper on intraday #Crypto trading dynamicshttps://t.co/6N0citvTrC https://t.co/iDX4OtBb1e |
| 2020-02-21 | Stylized facts and #lob dynamics of Bitcoin - paperhttps://t.co/apfhPsGZOr https://t.co/UhmHq2bDsl |
| 2020-02-21 | Greta = ‘Github, but for Data’#Startuphttps://t.co/JDadUE79dY |
| 2020-02-21 | Another R Shiny #EDA of Coronavirushttps://t.co/DLOs7SUIhF#Rstats https://t.co/Y59GvINhZT |
| 2020-02-21 | Think Stats ebook#EDA in Pythonhttps://t.co/Ebaf8sj6Ak https://t.co/4ybWx83MHL |
| 2020-02-20 | Morgan Stanley buys eTrade - a reflection of consolidation zeitgeist, secular decline of retail brokerage revenue growth and the increasing importance of cross-selling and information synergies with Wealth businesseshttps://t.co/FQGQ3Q7g1S |
| 2020-02-20 | On private markets | in TheEconomisthttps://t.co/TdhlupchxA |
| 2020-02-19 | Wow - awesome trade.https://t.co/IIxGBr79Qq |
| 2020-02-19 | Paper on the real value of stock market in China#QFII relative price-infomativenesshttps://t.co/9IRNsCz0Ez |
| 2020-02-19 | Article on building an SMS Coronavirus Alert System using Python with Selenium and TwilioArticle:https://t.co/h4pdkvj7b4Source:https://t.co/S8WjmYfxegRelated Dashboard:https://t.co/16l1aZfZ5F https://t.co/V1pViqnTol |
| 2020-02-19 | Excellent read on Amazon’s challenge to data privacyhttps://t.co/kkOaeHOoCo#gdpr #privacy |
| 2020-02-18 | R code leverages #ncov19 library to explore coronavirus as a stock market factor and recent returns…#IC #rstats https://t.co/f2N4UnV7rFhttps://t.co/jKTkTfwtcA https://t.co/oOdjjwdBt0 |
| 2020-02-18 | Covid-19 / Coronavirus data and charting exploration in Python codeArticle:https://t.co/3rUwg9Ac2rSource Code: |
| 2020-02-18 | Infodemics, disinformation and coronavirushttps://t.co/3NR6WMeh2Jhttps://t.co/xPuwalMCH3#COVID19 |
| 2020-02-17 | Similarity measures can be leveraged in machine learning models to predict stock price movements as per this paper:https://t.co/aVzU1g1vMH#ml #timeseries https://t.co/ohsj7AYjFH |
| 2020-02-17 | Dark informed #HFT liquidity, spread, asymmetric information advantages and impact on stock market quality https://t.co/hVyzTGAYrg https://t.co/AGTN9LTkke |
| 2020-02-17 | MiFIDII Closing Auction trend analysis https://t.co/FvQlif9S56#SI #Liquidity |
| 2020-02-16 | Shiny R #Rstats https://t.co/KoDuusvSJkAnd Streamlit Python Coronavirus Script Appshttps://t.co/xy2nvxvxOk |
| 2020-02-15 | Fake news detection using Python, AI - #ml and #NLP tools and human engineeringhttps://t.co/kJHo0M4ZWk#FakeNews #disinformation #misinformation https://t.co/tpOL0X39rC |
| 2020-02-14 | Systematic review of financial time-series forecasting using machine learning - paperhttps://t.co/iIZaUr0Wp6 https://t.co/nER3XAj2Ho |
| 2020-02-14 | Corporate Bond Market Making - paper analyzes perspectives across time, regulatory regimes, and stylized factshttps://t.co/xvU64ihXyM https://t.co/JeXXCWYWUs |
| 2020-02-14 | The Atlantic on economic impact of Coronavirushttps://t.co/YvQjbO9fHy |
| 2020-02-13 | FT on Quantamental, #ML and AltDatahttps://t.co/kS6kK5oxY6 |
| 2020-02-13 | Sentimental about Sentimentr#rstats R package for polarity extraction, analyzing text for psychological or sociological studies. Package:https://t.co/vxL69ajc8WArticle:https://t.co/PoR7tnTCWo https://t.co/OEC3K6qHTf |
| 2020-02-12 | Deep Learning of stock prices using Hyperparameter optimization, technical and fundamental features - paper https://t.co/bApnDCyP5d https://t.co/RDkIvC5NRS |
| 2020-02-12 | 2019 Factor Returns… https://t.co/CQqRNqACHG |
| 2020-02-12 | Reversal trading trend detection using MLP classifier, news and technicals - paperhttps://t.co/t7jbo1UzoZ https://t.co/0CZjjOFXiK |
| 2020-02-12 | Coronavirus Health Maphttps://t.co/n2p4GB4c0ihttps://t.co/dVGSSlUoMz https://t.co/BuCpmZp3X3 |
| 2020-02-12 | Coronavirus real-time geo-tracking in Python https://t.co/CW5JPyRO9A |
| 2020-02-11 | 10Ks and Jupyter Python code https://t.co/ZTKOQPaF38 https://t.co/e6H3pRnZWX |
| 2020-02-11 | 10Ks, #NLP and Python codehttps://t.co/djk6JLKqsu |
| 2020-02-10 | Why platform companies often fail https://t.co/fxuHyZRJmA |
| 2020-02-10 | Market microstructure design of a market for data ‘to address the lack of information and incentives and tackle the problems of data sharing, discovery, and integration.’ #paperhttps://t.co/2WJlRfPHm3 https://t.co/DUxEWEA2y7 |
| 2020-02-10 | #ESG Futures Launched https://t.co/G1fuWwKmHx |
| 2020-02-10 | Multi-Domain specific sentiment analysis in Tensor Flow / Python code using Google News embeddingsPaper:https://t.co/mTikD64KFHCode:https://t.co/NMONtCvgqk |
| 2020-02-10 | Coronavirus App sources multiple data streams | in Shiny R #Rstats https://t.co/WW08RglN7rGitHub:https://t.co/vpg70enj32 https://t.co/2k8jMD5W9Y |
| 2020-02-10 | Early analysis of Coronavirus outbreak in Wuhan in R #rstats https://t.co/XZsEMq8ps5 |
| 2020-02-10 | Paper models international cases ex-China of coronavirus using exponential / Bayesian model and higher rate of doubling growth @ ~2.9 dayshttps://t.co/dkQnzrPJJV https://t.co/MEKxHEAqJk |
| 2020-02-10 | Deeper dive into a DASH based dashboard of coronavirus and its callback based architecturehttps://t.co/KwRVij6LEJ |
| 2020-02-09 | Data science, scraping and coronavirus tracking across databases, and news sites https://t.co/JammIRIgHd |
| 2020-02-09 | Data markets, PayPal and other out-of-the-box emerging exchange operator strategies In WSJhttps://t.co/DlQ7HBBzOG |
| 2020-02-08 | Jupyter Notebooks and Python implementation of SIER and EPI models for #coronavirus By Yiran Yinghttps://t.co/zVjfauSJl2https://t.co/ydb8kLanAmhttps://t.co/3iK4mlWJyR https://t.co/cSMYQ4GHcP |
| 2020-02-08 | #Cornavirus Travel Model“Even under best-case assumptions, we estimate that screening will miss around half of infected travellers.â€Paper:https://t.co/cWaBeawiayGitHub // Traveler Screening:https://t.co/eR50FGjhWP#Rstats https://t.co/3AF15uJ3KVhttps://t.co/vMMzL26ruU https://t.co/CjkXOMe0MH |
| 2020-02-08 | @farobursatil Python and @CARTO applied to #geo charting spread of #coronavirushttps://t.co/Oo0Q3vwMuThttps://t.co/AkonSMOtLd |
| 2020-02-08 | @farobursatil Omg - that is an awesome thank you meme! Happy to help our community. |
| 2020-02-08 | DASH Python source for a Coronavirus Tracker Apphttps://t.co/qZAN6KqjWA |
| 2020-02-07 | Traditional market analysis does not explain price behavior of stock. This FT article sums up the Retail FOMO & values investment dynamics:https://t.co/xhNaez3FRB‘15th most held stock by investors on the Robinhood stock trading app, with more than 150,000 users owning…’ |
| 2020-02-07 | Trade classification paper (2018)Simple parametric estimators of trade flow direction using Bayesian maths extends earlier works of Roll, Easley, Hasbrouk and others https://t.co/KdDr8xjmQx#lob #flow #marketmicrostructure #paper |
| 2020-02-07 | This handy article provises a timeline and links to each reported coronavirus expansion eventhttps://t.co/r9LQ7YPmhV |
| 2020-02-07 | Pandas is awesome, and databases can be too slow for ML and tensor based analysis …. other tools like xarray, Zarr, vaex, dask exist.Python’s Datatable is there as well, this short article on how Datatable can analyze 100,000,000 rows of data https://t.co/Qi1tziuOie |
| 2020-02-07 | Neural Nets with PyTorch - Tutorial https://t.co/QhTrqDDVsx |
| 2020-02-07 | Transfer Learning, small data and why Deep learning isn’t so hard anymore… https://t.co/6qJKFvD9wk |
| 2020-02-06 | Yet another curve-fit based Coronavirus model in Jupyter Python codehttps://t.co/0tC59At7Qw https://t.co/tQ9jZ8qrLC |
| 2020-02-05 | Modeling #Coronovirus impact across large urban cities with Pythonhttps://t.co/Qu8rlEIJFZ https://t.co/aVrJ3sefgX |
| 2020-02-05 | #Liquidity remains the number one concern for institutional traders, in particular as trading #flow continues to fallhttps://t.co/45mj8yhnN0 https://t.co/hGx86PLhXE |
| 2020-02-05 | Quantifying high frequency trading paper#hft #marketmicrostructure https://t.co/iziVX7IS2u https://t.co/VkfHdNcW3r |
| 2020-02-05 | FT: Synthetic Data“It is a strikingly utopian vision: data that is not fake but idealised, used to hone perfectly just and fair algorithms in a digital paradise where data is still king but ruling as benevolent monarch rather than prejudiced patriarch."https://t.co/fzMyzZLmzZ |
| 2020-02-04 | More PyTorch adoption momentum#AIhttps://t.co/ScxMxHp0ti |
| 2020-02-02 | @pzlnts @paulportesi Try this direct link to the paper - https://t.co/luEPYFaqDJ |
| 2020-02-02 | An Ensemble of LSTM Neural Networks for High-Frequency Stock Market Classification using a variety of statistical and technical indicators - paperp https://t.co/N3IU6WXBwy https://t.co/Fq2S8ANwjs |
| 2020-02-02 | Good Morning New York!Happy Palindrome DayToday is a rare #PalindromeDay!!!02-02-2020 â†”ï¸ 2020-02-02#PalindromeDay#GroundhogDay https://t.co/gFipOAETdP |
| 2020-02-02 | Python source code for#Coronavirus 2019 nCoV realtime Tracking AppScapy + influxdb + grafana + NLTK + Stanford CoreNLP + Elastic Search with Docker Containerhttps://t.co/GGRGj5hm4Y https://t.co/KrtUlbdYdo |
| 2020-02-02 | #Coronavirus Short-Selling Dynamics China Sticks:https://t.co/ItJGtOep3ZUS Stocks:https://t.co/swFcgtqvzJVia research by S3 Partners Ihor Dusaniwsky @ihors3 https://t.co/Dsif7QUtj2 |
| 2020-02-02 | #AI and our roadmap of dystopian challenges https://t.co/ctB43U1r8o |
| 2020-02-02 | Trigonometric Interpolation and Trading Signals Technicalhttps://t.co/yGP0Vw4cfg https://t.co/QMj8GbHc0m |
| 2020-02-02 | Nowcasting the potential domestic and international spread of 2019-nCoV - paperhttps://t.co/rAOozaRXAgModel is parameterised with the latest mobility data from OAG and Tencent and R0 is estimated using Markov Chain Monte Carlo methods with Gibbs sampling. |
| 2020-02-02 | Jupyter + Amazon S3 + Spark + Python + AirFlowShort Interest impact on stock priceshttps://t.co/9YVDJHSvOX |
| 2020-02-02 | Another Python Jupyter Notebook charts rolling yield ratios as a recession indicator#Econometric #EDAhttps://t.co/SWwHPiPglG https://t.co/9xvJztLosV |
| 2020-02-02 | Real-Time Python plots in Jupyter Notebooks using JupyterPlothttps://t.co/73btosZHUx https://t.co/eHNX3FyuOs |
| 2020-02-02 | Python Jupyter Notebook illustrates leading indicators for recessionshttps://t.co/mscXocpvms#econometric https://t.co/ra5ViJSR5q |
| 2020-02-02 | #ML Ops@imakashdesardahttps://t.co/yxYI8JMqTX https://t.co/Lm3O3zRX5J |
| 2020-02-02 | #ML Pipelines in sklearn tutorialhttps://t.co/Nhipe8tfbk https://t.co/91dqYpbZqS |
| 2020-01-30 | Say hello to Mena“Meena was trained on a whopping 341 gigabytes of public social-media chatter”https://t.co/OxpSLAFpo0 https://t.co/iIoEADNObA |
| 2020-01-30 | Early Transmission Dynamics of Coronavirus paper in New England Journal of Medicine https://t.co/8sQjXH1tAM |
| 2020-01-30 | Python code and JHU CSSE data for charting#coronavirushttps://t.co/CaJQGKLsdk |
| 2020-01-30 | Another #rstats model of #nCoV2019 transmissibility: https://t.co/zKF54KD2hB |
| 2020-01-30 | #rstats based stochastic model of coronavirus Code:https://t.co/OdbQyCKbEXPDF:https://t.co/1sR4LIS8MH |
| 2020-01-29 | What happens when you subject deep-learning based trading agents to evolutionary pressures?https://t.co/F0iMTZN4Tm#ml paper https://t.co/mnRgYrBn7M |
| 2020-01-29 | A functional Python-speaking deep-learning THiNG is now a Thing! https://t.co/MN0CQfIjGN |
| 2020-01-29 | The murky dark info trading economy at our doorstepshttps://t.co/Y9w7yZxMEkEFF Report:https://t.co/6iHKa9tgOjWhy is RING so easily hackable?https://t.co/S9W3oL10AoAnd can be a backdoor into your WiFihttps://t.co/2XsW1pGEIO#dataprivacy #GDPR #hacking #cybersecurity |
| 2020-01-28 | Paper compares estimators for realized and implied volatility https://t.co/AJYq4qPslq https://t.co/JVkYrjIX6x |
| 2020-01-28 | Uber is no slouch when it comes to depth of machine-learning stacksPlato - voice agents Ludwig - no-code #ml modelsHorovod - deep learning training Manifold - #ml debuggerPyro - A Native Probabilistic Programming Languagehttps://t.co/iQGjZmlYtI |
| 2020-01-28 | Beta Convexity…https://t.co/fBgXiAWQUE https://t.co/D7EhKYZQiS |
| 2020-01-28 | Dispersion of returns and tail risks…https://t.co/pxxH7CFvo9 https://t.co/xKtujA7f3f |
| 2020-01-28 | Liquidity Quality and Gammahttps://t.co/onjsQSk2k7 https://t.co/TOtOmdj35b |
| 2020-01-28 | John Hopkins interactive dashboard of coronavirushttps://t.co/16l1aZfZ5F https://t.co/VwxipnkHs8 |
| 2020-01-27 | #nCov CoronavirusR #rstats Shiny Apphttps://t.co/S1yO3u3fs5 |
| 2020-01-27 | Coronavirus Wuhan-Hu-1 #nCoVDeep learninghttps://t.co/ZCGBn66AqyBioinformaticshttps://t.co/6rWvs9Qc4Lhttps://t.co/ugUIbJdyEoJupyter #datavizhttps://t.co/MWpHe0rZLxScrape/Twitter https://t.co/DvIjLv0dFfThreadhttps://t.co/Qa9wIRzpIRStatshttps://t.co/yU3Q0Ksh0C https://t.co/4oX7lPjYpc |
| 2020-01-25 | #AI innovation shapehttps://t.co/uT3UGlWa0C |
| 2020-01-24 | Portfolio construction and optimization using #LSTM model for prediction with integrated optimization - paperhttps://t.co/tx7AtSUvqi#trading #risk #ml https://t.co/awT6D5L5U0 |
| 2020-01-24 | Sector breadth trends and related R code #rstats and #dataviz gif animation #flow https://t.co/MoSg14Ng2S https://t.co/6I3gRsHrt2 |
| 2020-01-22 | OECD report on Financial Asset Tokenizationhttps://t.co/F7MOhDtQKI https://t.co/3MZVJxJB3J |
| 2020-01-21 | ‘Rogue mutations of capitalism’, big tech and and an in-depth perspective on Roger McNamee https://t.co/ui3yt1NNTo |
| 2020-01-21 | Blockchain applied to secure the #AI pipeline of hyperparameter, models and test results in this short blog post by Microsoft Research https://t.co/JXSRw7ZOLK |
| 2020-01-21 | “There are broadly two adoption paths for new computing technologies. Inside-out technologies are pioneered by established institutions. Outside-in technologies, by contrast, start out on the fringes." https://t.co/2j6mw4yIT4 |
| 2020-01-21 | New VC Types:Revenue-Based Investing and Shared Earnings#vc #startups https://t.co/vyvOZriYXd |
| 2020-01-20 | Awesome zoomable rendering of any city or town. #Geo #Dataviz built in JavaScript with accessible source and open license.Run-it here:https://t.co/s7MXPqvCLSSource here:https://t.co/bgXgCalK0k https://t.co/F5oeWegNDm |
| 2020-01-19 | Interactive Linear Algebra ebookhttps://t.co/wqJOaTMuL7PDF:https://t.co/ZTg0LdqdcrJavaScript and MathBook XML example source:https://t.co/FAOLbdJClj |
| 2020-01-18 | Equity Factor Crowding paperhttps://t.co/56PdXhm4df https://t.co/rBHzRdWgcR |
| 2020-01-18 | Then there is today’s NYT article about Clearview a startup with tech and #AI, breaching privacy normalcy in such a way that even Google shied away from them…https://t.co/JEBBYt0AFH#privacy #GDPR |
| 2020-01-18 | InvestmentsimA small R #rstats package to simulate investmentshttps://t.co/PuovgdASoa#montecarlo https://t.co/NsQqyzsb47 |
| 2020-01-18 | Shanghai Stock MarketPaper analyzes stock volume, monetary policy using a variety of methods including distributional and fractal…https://t.co/5CSUw3q5c5#volume #flow #trading #tca https://t.co/ohPsSkIgMw |
| 2020-01-18 | Hmmmnew Airbnb #patent application using social media & private sources:DETERMINING TRUSTWORTHINESS AND COMPATIBILITY OF A PERSON#20190073597”…a trustworthiness score of the person output from the rule based scoring and machine learning system”https://t.co/7REKZuL8lh https://t.co/lssyh38RLQ |
| 2020-01-18 | On #ESG”…boilerplate ESG disclosure is not terribly useful to investors in differentiating companies…"https://t.co/OMOxSdgxyv |
| 2020-01-18 | Article on basic techniques for using manual feature engineering in machine learning (eg Random Forest)https://t.co/chVUG6WoHS#ml |
| 2020-01-18 | On the benefits of Tokenization - Interchangeability, liquidity, programmability, security, efficiency… https://t.co/vLFgGTRAie#Crypto #Token |
| 2020-01-16 | I’ve seen this movie…and it doesn’t end wellhttps://t.co/KFr0Vt1PB8 |
| 2020-01-16 | Much Ado about CAT | in WSJ#Cybersecurity #SEC https://t.co/JkZhkRQPZM |
| 2020-01-15 | Jupyter notebook coded in Python using technicals as features (ema, macd, bollinger) and LSTM to predict stock price movements and a simple, not-really-for-profit trading strategy for geeky learninghttps://t.co/70UTSQaNqc |
| 2020-01-15 | Excellent thread on design vs innovation, form vs function #startup #productdesign https://t.co/p22RPef1Xp |
| 2020-01-15 | Definitely agree - it’s important to have worked #startup at least once in nearly every career to gain perspectives on tech and product innovation, agility, pivoting, failing fast, competitive dynamics, raising capital and more… https://t.co/ey4QZ6yRyx https://t.co/fZFPUEYVJ9 |
| 2020-01-13 | Re: 0xflow, community, whale-concentration, crypto metrics https://t.co/hwLtsnjcTA |
| 2020-01-13 | IMF paper on predicting CDS spreads - various models compared, large base feature set https://t.co/jiZxifk0az https://t.co/dFNfPkrx9S |
| 2020-01-12 | Stock and ETF Order Volume Analysis using R #rstats codeBy @jkregenstein https://t.co/amzkZod9hv https://t.co/lzcyWfgjIS |
| 2020-01-12 | Cross-Correlation and regression analysis between oil price trends and the S&P 500 with R code #rstats https://t.co/rz3sc7aleJ |
| 2020-01-11 | NBA Spencer Dinwiddie is going to sell his securities-backed SD8 tokens, which can’t be traded for a year, for $150,000 apiece to verified accredited investors under SEC Regulation D, Rule 506 (c)#Crypto #Token #NBAhttps://t.co/LbGkkbqLi0 |
| 2020-01-11 | Quantum Option Pricing leveraging unary representation of asset to simplify quantum circuit https://t.co/tEDiDnvZuX https://t.co/hJHa9bPaRd |
| 2020-01-11 | Probablistic programming JAX vs TensorFlow and NumPy https://t.co/B53zA2PjQK |
| 2020-01-11 | CorrGAN (a GAN fitted on thousands of correlation matrices estimated from historical returns of S&P 500 stocks) blog post with embedded Python code snippetshttps://t.co/u2Id1SOQ8G https://t.co/vK67XdoNfm |
| 2020-01-11 | Paper on unsupervised machine learning techniques applied to Treasury yields with embedded R code #rstats• nonnegative matrix factorization (NMF)• k-means clusteringhttps://t.co/uEuVzJ64Eg https://t.co/gdetQ0N1kP |
| 2020-01-11 | It’s January, and the lens on short squeezes is applied by S3 Partners in this short blog posthttps://t.co/vUEB75XrRq https://t.co/DVm1HzTlqa |
| 2020-01-10 | More information can be found in this Linkedin post:https://t.co/3FETAAe5Xb |
| 2020-01-10 | After Richard Sandor invented interest rate futures, then sold his carbon exchange for almost $600 million in 2010, the Chicago trading icon is on his next big idea. His thoughts on AMERIBOR, the death of Libor, innovation, and Blockchain:https://t.co/q5zuvmOXQw https://t.co/s2OJkeKAVD |
| 2020-01-09 | Example of outliers classified simply using 5 #ml tools: K-Nearest Neighbors, Random Forest, …In #rstats #anomaly https://t.co/Tq19xmsWk3 |
| 2020-01-09 | Crypto market quality analyzed in this paper https://t.co/FWXwfmMRQB https://t.co/yoZURaU6Nw |
| 2020-01-08 | BTC belongs in everyone’s portfolio as a hedge in periods of macro stress… Better than Gold for this purpose… https://t.co/TKFumQN5Pg |
| 2020-01-07 | @Andrew___Baker @rstatstweet Oh dear, I’ve been caught in a flub.The field 1, Mr. Carrie 0Thanks for the correction! |
| 2020-01-07 | SVIX, short-vol-ETF analyzed in R#rstats https://t.co/uFZaUc31QB https://t.co/FExIEMgazq |
| 2020-01-07 | Hierarchal Risk Parity of Multi-Asset Portfoliis https://t.co/8aiVf4I5pX https://t.co/PR9bGAVfzg |
| 2020-01-06 | 12 Crypto Hacks ~$300M in 2019 https://t.co/WVVBHRD6Qf https://t.co/5smqO5MCeV |
| 2020-01-06 | Eroding Moats, Tunnels and Bridges… https://t.co/OypCPxLxvB |
| 2020-01-06 | PyTorch seems to be overtaking TensorFlow for dominance of low-level machine learning frameworks… https://t.co/B1NS06XWF5 |
| 2020-01-05 | Paper in LSTM with Transfer Learning applied to stock price prediction using sentiment and novel framework called DTRSI with normally insufficient amount of datab, with good performance.https://t.co/5Jqh7JDxEK https://t.co/FJiMj6CfjK |
| 2020-01-05 | If Decentralizing Twitter is Jack Dorsey’s new goal, there is no shortage of ideas how to make that happenhttps://t.co/dXFgzwWVV5And no shortage of challenges as this 100 page report highlightshttps://t.co/gJcSnk1gi4 https://t.co/DIGJWRZwxQ |
| 2020-01-05 | Time-Series can be decomposed into distinct independent factors, this paper discusses a novel EEMD-ICA based analysis approach to explore the underlying factors of single financial time series, using crude oil WTI prices for illustration and verificationhttps://t.co/7eHBuqRH4J |
| 2020-01-05 | Dataset Drift:BBSDÂ (Black-box Shift Detection) in #Python sklearn code - relevant papers referenced at end#ml https://t.co/U7PQRjOzaS |
| 2020-01-05 | Good thread (and debate) on limitations of current production systems using time-series with #ML… ‘Any algorithm that is not organized fractally will eventually hit a computational wall, and vice versa.'―Lsusr’s First Law of Artificial Intelligencehttps://t.co/FDj3id3Xiu |
| 2020-01-04 | Hmmm - dystopian social engineering leaks as per the @Observer and an active feed of related leaks on @HindsightFiles https://t.co/ruM7Y8Jfbg |
| 2020-01-04 | Meet Cliff Stoll and his hacker-hunter #cybersecurity obsession profiled in WIRED… https://t.co/kGS0ITpLgh |
| 2020-01-04 | #AutoML Paper compares various tools…https://t.co/CvRmk5bE7q https://t.co/Cu7nbgTt1V |
| 2020-01-04 | Excellent paper modeling ETF trading impact on stock price discovery https://t.co/RcOegmRH38 https://t.co/WdhVMQzD7G |
| 2020-01-04 | PLOS Paper on using LSTM with Attention and Wavelet Transforms vs traditional LSTM for stock price forecasts#ml https://t.co/JUK2tYFU2j https://t.co/uHcuGWKa4p |
| 2020-01-04 | Article opines on API copyright infringement in Amazon vs Oracle https://t.co/egwE7qM7gL |
| 2020-01-03 | A collection of crypto perspectives…https://t.co/xcveBJZw0S |
| 2020-01-02 | BTC/USD in what seems like another January free-fall (below $7K) https://t.co/GMQv6rh7Wp |
| 2020-01-02 | @pyquantnews Thank you for the shout out.Deeply appreciated and glad to help the common cause! |
| 2020-01-02 | Deep learning and momentum trading strategies explored in this #ml paper#LSTM #GAN #SVM https://t.co/tK8EXMxfIY https://t.co/63EUa9UTjX |
| 2020-01-02 | @SalArnuk @WSJ Sal, thanks for the post - the paucity of liquidity in liquid markets does not get enough coverage. |
| 2020-01-02 | Latent ODEs for irregularly-spaced fine-series using #RNN #ml Paper:https://t.co/QXg2lMaKVoGitHub source:https://t.co/viMZWb4ZIT https://t.co/kWifScizkt |
| 2020-01-02 | When #optimization is fun, and you want to roll your own meta-heuristics or adapted approach there is #Opytimizer with only numpy & matplotlib as dependencies.Opytmizer #Python source:https://t.co/KsN3opqcYbPaper:https://t.co/NfTTDEB0mUSimilar tools:#Evolopy #Inspyred https://t.co/RG7iPDLE1f |
| 2020-01-01 | AI, DeepFakes, Bias and assorted other cybersecurity challenges for 2020 https://t.co/VjEKpodqVT |
| 2019-12-31 | NDF Trading Volume Analysis#FXhttps://t.co/vPdB9Alp5M https://t.co/x4OGZGOMYN |
| 2019-12-30 | #AutoML now has many open-source variants; a new one is ZazuML https://t.co/mhxz6Z7YIb https://t.co/eI0OlIqcLI |
| 2019-12-30 | DB Research: Imagine 2030Good read on the impact of Crypto, Drones, De-Urbanization, and other next-decade predictions https://t.co/UnpPbI7hYY https://t.co/QVgfqhayVz |
| 2019-12-30 | “The risk of re-identification of wearable data is real.…A rule of thumb for re-identification risk of wearable data: 6 days of step counts are enough to uniquely identify you among 100M other people." https://t.co/4xTediydDL#privacy #gdpr #cybersecurity |
| 2019-12-30 | Stock prediction using daily returns, simple feature engineering, logistic regression #python code and TA-Lib library#ml #trading https://t.co/GguMrQIQeW |
| 2019-12-29 | Latency, Reg NMS and realized opportunity costs in fragmented stock markets in the UShttps://t.co/5rptB1TKii https://t.co/KUQ1UcxujP |
| 2019-12-29 | Paper, “Limit order submission risks, order choice, and tick sizeâ€empirical measures of non-execution and picking-off risks on the Tokyo Stock Exchange compared to spread and simple measures of transaction cost.https://t.co/ZFsOLENxrG#TCA https://t.co/shqZeZHONm |
| 2019-12-29 | Robust Equity Momentum - an asset management case study in Ensemble-based machine learning and the importance of tweaking out fragile results out of the optimization processh/t to @jkregenstein https://t.co/nk5WVl0MrA |
| 2019-12-29 | Crypto price jumps - paperhttps://t.co/UEOAcZWuLG#abnormal https://t.co/jOvp3a0zdr |
| 2019-12-28 | Mini-Flash Crashes, liquidity measures paperhttps://t.co/dCXjnmFY2P#stock #trading #hft #marketstructure https://t.co/kpnDQDUs7z |
| 2019-12-28 | Intraday trading of CSI Futures using deep learning, GARCH, SVM and VPINhttps://t.co/w5XVaHBqPr#hft #trading #ml https://t.co/McTK8qKYlM |
| 2019-12-27 | Automation, AI and new competitive and market dynamics lead to 80K head count compression in banking… https://t.co/sJbO01ReIa |
| 2019-12-27 | Causality in Time Series: reconstruct causal graphs from high-dimensional time series datasets in Python code #Tigramite https://t.co/pSXJvQsvff |
| 2019-12-27 | Polyglots are apparently wired differently…https://t.co/gNTGn91kgK |
| 2019-12-27 | Nonparametric Co-movement measureshttps://t.co/A7wri0VAcb https://t.co/ZxwaOkA4hk |
| 2019-12-26 | The importance of data engineers to data science https://t.co/g9t1cuYb6x https://t.co/ydOdRoZO3o |
| 2019-12-26 | Anatomy of Algirthmic Tradinghttps://t.co/ox5b2dZj0F#TCA https://t.co/uGFpAGMqOy |
| 2019-12-26 | https://t.co/aE80aBGfqv#Crypto Convexity and other decentralized protocolshttps://t.co/5TWtEhADq6 |
| 2019-12-26 | Volatility momentum indicatorshttps://t.co/whVcBjmNij https://t.co/Jy6JaXWYfV |
| 2019-12-25 | Apache Flink and Dynamic Time Warping #DTW for streaming time-series similarity analysis - paper (applies DTW to streaming ECGs updating many times per second)https://t.co/tQwC2UpLFEMore on #DTWhttps://t.co/jMhuUSuJhCPython code:https://t.co/M6jA04F0UZ https://t.co/rDvoFkCtg3 |
| 2019-12-25 | A #Crypto uberization of brokers in market marking with the Jarvis protocol profiled here… https://t.co/ynAioCYc9d |
| 2019-12-25 | Adversarial relationship modeled between regulators and high frequency miscreants who try to manipulate marketshttps://t.co/zFeHjOCn2K https://t.co/2gLwWHWEFC |
| 2019-12-24 | Stock option pricing inference - Gaussian vs Cauchyhttps://t.co/hSqUZU2rkw https://t.co/1T0GOQ1fUG |
| 2019-12-23 | The risks with Machine Learning biases, model-drift and lack of transparency in algorithmic trading engines are the focus in this article in FT todayhttps://t.co/dbdDjfS6Oc |
| 2019-12-22 | When scale is not a #moathttps://t.co/uoJ3pOXDf1 https://t.co/YptLYwy6ju |
| 2019-12-22 | napari: a new fast n-dimensional array / image viewer in Python | profiling the development over a decade in the making https://t.co/8NXvlyzDn9 |
| 2019-12-22 | #Deepfake profiles in Facebook as profiled in the #NYThttps://t.co/eSE4Si3Is0#disinformation |
| 2019-12-22 | #ML and Quantitiative TradingPaper presents a multifractal formalism (MF) as a framework for testing the capacity of an Machine-learning model to reproduce some non-overlapping statistical properties of the time series. https://t.co/D6JUdPERr6#MackeyGlass#FX |
| 2019-12-22 | Thanks and I understand completely that challenge… https://t.co/WxVzQjmtWc |
| 2019-12-22 | Triton:‘In attacking the plant, the hackers crossed a terrifying Rubicon. This was the first time the cybersecurity world had seen code deliberately designed to put lives at risk.’ https://t.co/9RSC58rq8G |
| 2019-12-22 | Quantitative Backtesting Notes - short 4 page easy read - useful for the uninitiated… https://t.co/vtSqSKIhSZ https://t.co/UHOsmCnqEp |
| 2019-12-22 | Dystopian AI Anti-patterns to avoid#GMAFIA https://t.co/lpb2Y8VGKlhttps://t.co/IzB2HtUEnuhttps://t.co/k3CB7qg4P5 https://t.co/8K7vxac80j |
| 2019-12-22 | Bitcoin DashboardIn R and ShinyMempools, blocks and prices analyzedhttps://t.co/l4oQnTHi8B https://t.co/p1hl4njCrT |
| 2019-12-22 | #Cybersecurity backdoors can be tiny“a backdoor present that is only 249 bytes long. The backdoor’s md5sum is 93363683dcf1ccc4db296fa5fde69b71 and is undetected on virustotal and other threat intelligence websites." https://t.co/vTGQVOEO2P |
| 2019-12-22 | These are the kinds of new challenges the world is facing as we approach 2020…#drones #antidrones #swinefever https://t.co/CR0K1azjAM |
| 2019-12-22 | #DeepPrivacy =#DeepFake using #PyTorch and #Python codehttps://t.co/A1lMO318Xn https://t.co/XEzVpOpbHQ |
| 2019-12-21 | Isolation Forest algorithm, #anomaly, and R #rstats code…https://t.co/yAw3Oi2DEi |
| 2019-12-21 | Hmmm | Asymmetric timely access and Information… https://t.co/pPSnocqmke |
| 2019-12-21 | Intraday stock price jumps paperhttps://t.co/q35ICywpfy#anomaly #outlier #jump https://t.co/f46GNLoQhD |
| 2019-12-21 | #NBA Data Science and #rstats code https://t.co/0yQFH9cUzy https://t.co/lPehSbjMpN |
| 2019-12-21 | Postscript on #privacyhttps://t.co/gB1DHQJhag |
| 2019-12-21 | @NetworkRailSE @SouthernRailUK @TLRailUK @GatwickExpress Never get root cause analysis with such clarity and candor from the @LIRR - all they need is a tiny team:• a data scientist,• a graphics wizard • and a journalist Post the stories on their app each day & raise awareness for the system.Scale this approach for the @MTA |
| 2019-12-21 | Order flow, parametric, and phenomenological models of market impact along with signal and cost effects and why ‘S’ is interesting shapeArticle: https://t.co/Kc0KT59Pe8Paper referenced:https://t.co/3QZGJxiH8Z#TCA https://t.co/IkFPMkoAbU |
| 2019-12-20 | TensorFlow probability in (sports and) stocks primerhttps://t.co/YEZjzBJwCi https://t.co/BREE6wW7Xz |
| 2019-12-20 | MIFID II and #TCA Market Share https://t.co/4bVDEKWc5F |
| 2019-12-19 | Analysis of #AMM Scale Automated market maker trading revenues including Citadel https://t.co/54OlCP4t4r |
| 2019-12-19 | 50 Billion Telephone Pings and counting…NYT brilliant interactive visualizations on how our cell phones track us and that growing ecosystem#dataviz #privacy https://t.co/8YhM0tZmnI https://t.co/F2jqfHkqa3 |
| 2019-12-19 | …the never ending market structure debate about tick size profiled here… https://t.co/vSP2jI2gLx |
| 2019-12-19 | Notable #AltData vendor and challenges of commercial execution profiled here…https://t.co/yQyMGK60dG |
| 2019-12-19 | Bank of England Bad Boys | Financial Times https://t.co/kJD24zBzpo |
| 2019-12-19 | Embedded Python for AI in this new ebookhttps://t.co/aarHkhf5fF https://t.co/Q3YYz3c8uC |
| 2019-12-18 | HAR model for realized volatility https://t.co/YLgDsLfBR0 |
| 2019-12-18 | Bitcoin risk reduxHAR modelhttps://t.co/WwYDupTnSs https://t.co/3nGYX7IBv7 |
| 2019-12-17 | Peak Fintech… Or Not?https://t.co/dQAv2wyWHq |
| 2019-12-17 | Deep Data?!https://t.co/TGJQQMrzEm |
| 2019-12-17 | Blockchain Capital retrospective report on 2019 trends - eg big tech wanting to be your bank and the impact on cryptohttps://t.co/3t91XftkHd https://t.co/nOrnyp4dSh |
| 2019-12-17 | 800+ page Deep Learning ebook with #Python example code Ebook:https://t.co/QM7FdQSzN8GitHub source:https://t.co/zorHyHtyna https://t.co/yrqgHcyfMG |
| 2019-12-17 | “Facebook and others would probably have to sign up to tightly regulated processes to win a licence. That may sound anathema to the principle of open access that underpinned Facebook’s social engagement tool…†|Financial Times#Crypto https://t.co/z65Yf3Nvgm |
| 2019-12-17 | @pascal_bornet @alvinfoo @FrRonconi @andi_staub @Paula_Piccard @psb_dc @Ronald_vanLoon @jblefevre60 @evankirstel @mvollmer1 @HeinzVHoenen @samiranghosh @YuHelenYu @MHiesboeck @andy_lucerne @ipfconline1 @SpirosMargaris …and those machine learning geeks and developer teams using #datarobot or #dataiku to collaborate could also take a peek at this Python open source code base for detecting driver (trader) temporal attention-deficits on Github for inspiration :)https://t.co/nhSiFMM13z |
| 2019-12-17 | AI infused bioreactor to thwart climate change and a #Hypergiant in this not so tall tale… https://t.co/72PNJGJi1T |
| 2019-12-16 | @ltabb @daveweisberger @CBOE Don’t disagree with #1 and #2 but I will throw in another observation…Current market structure is optimized for retail (protected quotes) & high frequency trading, but we are seeing more market structure evolution to entice passive factor and more cross-border flows vs blocks |
| 2019-12-16 | Anticipy: the trend of new Python libraries towards automl, automated feature engineering, continues with a forecasting library with sensible defaults and minimal configurability for time series predictionhttps://t.co/x3OZHxaOLt |
| 2019-12-16 | @daveweisberger @ltabb @CBOE Execution Algos and their SORs will be able to adjust to the altered tortured market structure and determine the proper tradeoffs of possibly interacting with non-protected quotes…beneficiaries include complex cross-border trades & global factor ETFs with lower short-term α. |
| 2019-12-16 | Python time-series feature engineering techniques profiled in this article https://t.co/1dWPrDvisd |
| 2019-12-16 | …or this could instead increase the complexity of basis risk by introducing yet another basis, thereby leaving each with less liquidity and more differences-in-convexity in between… https://t.co/nbkezaG7Fg |
| 2019-12-16 | NASDAQ’s proposal for intelligent ticks…https://t.co/OcdJllTEcy https://t.co/oZR5AxGddb |
| 2019-12-16 | Excellent #NeuIPS thread - nites, visualizations and perspectives https://t.co/MbiaoWbaxS |
| 2019-12-16 | @pascal_bornet @alvinfoo @FrRonconi @andi_staub @Paula_Piccard @psb_dc @Ronald_vanLoon @jblefevre60 @evankirstel @mvollmer1 @HeinzVHoenen @samiranghosh @YuHelenYu @MHiesboeck @andy_lucerne @ipfconline1 @SpirosMargaris Traders also need this kind of affective technology based automated risk avoidance as well (eg when distracted by a BBG chat message, an email or while focused a different ticker) |
| 2019-12-16 | Good synopsis of NBA RPM measure and why that stat is useful to predict individual performance by @kpelton (the NBA, IMHO is catching up to Baseball for the most powerful data science in sports) https://t.co/124tC6CeJw |
| 2019-12-16 | Rethinking the FAMA factor model… https://t.co/PL8Uj2oWMA |
| 2019-12-16 | @macro_srsv AIS technology applied to vessel tracking is an excellent new data source for commodity and trade flows and nowcasting predictions - paper (h/t to @macro_srsv)https://t.co/0rQpxz3Fnv |
| 2019-12-16 | Portfolio trading algorithm using Q-learning #ml #algo https://t.co/lZd6v6nt1d https://t.co/p9CegF8JbI |
| 2019-12-16 | Another patent that should not have been issued - algorithms have been employed for decades in order routing - this quantitative order routing patent doesn’t specify a particular method, instead blankets all machine learning math https://t.co/rf9MONEEDOhttps://t.co/Aa2rJ2FCa4 |
| 2019-12-14 | Ensemble of 12 LSTM #ml models applied to stock return classification https://t.co/CNhbFYzHeW |
| 2019-12-13 | @ltabb Definitely unintended consequences as you allude: off exchange, dark and SI flow are higher than initially expected. |
| 2019-12-13 | Machine Learning map on AWS post re:Invent 2019 https://t.co/0WiJoHfcku https://t.co/4LwPiKXWp2 |
| 2019-12-13 | Quantamental vs fundamental and other classic investment strategies profiles in this Forbes article https://t.co/ywjf7ZXvlM https://t.co/0OVac8rcxC |
| 2019-12-12 | Information asymmetry around Earnings time -paperhttps://t.co/F5ltACcIkp https://t.co/iZYvvu5xW9 |
| 2019-12-12 | Trade Clustering paperhttps://t.co/YHnZP5LtWl https://t.co/GyzgmmnAcC |
| 2019-12-11 | @jack Decentralized social media is far less a technical protocol problem and far more a governance and social order problem.Misinformation management and optimizing bot utility could be a design goal.Commercializing alternative channels under different brands could be a motive. |
| 2019-12-11 | Stochastic Volatility-Liquidity model to predict intraday variationhttps://t.co/1mqO59wONw https://t.co/vL7BGyouOt |
| 2019-12-11 | Closing stock volume analysis #CAC40 https://t.co/wEwHLtJFJK https://t.co/Z6Z9a4xTsp |
| 2019-12-11 | SPY ETF Intraday Volume Analysis | Volatility, Volume and Returnshttps://t.co/R91fEPCuvn https://t.co/MoNE6jVSeG |
| 2019-12-11 | Causality in Time-Series - new methods for very large interdependent time-series data sets https://t.co/iTXFYGzx4h |
| 2019-12-10 | Compromised #AI Models | in WIREDhttps://t.co/gU9mzsc9JH |
| 2019-12-10 | Neuroatypicals and genetic matching#GeorgeChurch #Andover https://t.co/Y0Qowy20HU |
| 2019-12-09 | WSJ on Alternative datahttps://t.co/IzF00bG3bc |
| 2019-12-08 | Paper on applying machine learning to indexing multidimensional datahttps://t.co/NYbC7nEXHB https://t.co/9aWxANF932 |
| 2019-12-08 | Multi-factor regime switching #lob limit order book model for stock tradinghttps://t.co/CpyJ35NZbP https://t.co/1IW66bsRTz |
| 2019-12-06 | ETF impact on single stock liquidity… https://t.co/s3pP5ZrqWt https://t.co/fiML8svpL2 |
| 2019-12-05 | Two innocuous yet malicious Python libraries identified as stealing SSH and GPG keys #cybersecurity https://t.co/r3z0NgHNdf |
| 2019-12-05 | AI Startup Dataiku now at $1.4Bn valuation. https://t.co/Was0cCnXgR |
| 2019-12-04 | @johnpcomerford IMHO, back in 2013, MSCI introduced - iShares MSCI USA Size Factor ETF (NYSE:SIZE)-Â iShares MSCI USA Momentum Factor ETF (NYSE:MTUM))-Â iShares MSCI USA Value Factor ETF (NYSE:VLUE)In 2017 over $1T in Smart Beta funds (as per link below)https://t.co/xih5KeuBXX |
| 2019-12-04 | Nature Article in new tech to browse and #dataviz genomes:https://t.co/cvUxtEXfZKGenome Browser:https://t.co/EIWrb5UdPUSource Code:https://t.co/rSKPFS2mge |
| 2019-12-04 | Startups and Uncertainty - excellent Hump Day read https://t.co/cJyiBt3uAI |
| 2019-12-04 | Wealth by generation and short #rstats code snippet to #dataviz it Via @cavedavehttps://t.co/udTGqoB03A https://t.co/Bw4GmSSwpN |
| 2019-12-04 | Ungoogling the tether that binds us…https://t.co/NTkKjsiA9T |
| 2019-12-04 | Smart Betas Reduxhttps://t.co/y5BNxKBtUD https://t.co/3Pwewm3iHI |
| 2019-12-03 | Peak FinTech? | FT Alphaville https://t.co/kFX677ziow |
| 2019-12-03 | DNA phenotyping and other dark corners of bio-data-science… | in NYT https://t.co/AYpqc5Q397 |
| 2019-12-03 | Sentiment analysis on 10K reports for returns - Jupyter notebook and Python code#NLP #Jaccard Similarity https://t.co/J0glTieOed |
| 2019-12-03 | 0.30000000000000004 across time, computer languages and CPU architectures. It’s a website now, so it’s a thing!https://t.co/BmCPivbzaG https://t.co/okOB3FDhAp |
| 2019-12-02 | Information share and density of high frequency #fx #flow https://t.co/biZHuGLRTX https://t.co/RTcR1lFUdN |
| 2019-12-02 | An Almighty clue?‘And that no man might buy or sell, save he that had the mark…'Amazon, Alibaba, Auto-Facial Recognition Affective Computing…A Neural-LinkA hash, a mark, a code, a lack of entropy and a clue to a higher presence…Always good to keep minds open… https://t.co/QHCBNygLad |
| 2019-12-02 | Hmmm https://t.co/tx0DHKUORg |
| 2019-11-30 | Empirical asset returns for Bonds explored using machine learning in this #ml paper https://t.co/BOojlBUgEY https://t.co/XoZ0AtqShd |
| 2019-11-30 | Data is the new currency…Re: FitBit:‘Google access to a huge trove of heart rate, activity and sleep data which it could use to create a new range of personalised health services.' https://t.co/ExkzsVnHdV |
| 2019-11-30 | Interactive #DataViz ofThe Structure of Economics https://t.co/15KllgEIoo |
| 2019-11-29 | Kolmogorov complexity and real time streaming financial applications driven by machine-learning - #ml paperhttps://t.co/iEJ5YgAm8w https://t.co/22awojLOqj |
| 2019-11-29 | Re: Ramanujan’s foundations for mathematical innovations https://t.co/iBcGLf0Jo8 |
| 2019-11-29 | Paper on ETFs and related Stock #Liquidity in redemptions, trading and other lifecycle events https://t.co/oKhxxCgEjA https://t.co/ApDNJX0Rrz |
| 2019-11-28 | Ranking Cryptos by how decentralized they are - aka number of nodes https://t.co/QkWMFScIAi |
| 2019-11-28 | Paper on order #flow toxicity on the NSE - order imbalances, trader types, net order flow - all analyzedhttps://t.co/TxtMGnWK9Q |
| 2019-11-28 | Excellent Robeco factor model paper changes current conceptual frameworks. Their thesis: Decomposing factors into their long and short dimensions is crucial for understanding factor premiums and building efficient factor portfolios.https://t.co/t127eA3l7E |
| 2019-11-28 | #ML and Crypto TradingPractical insights with machine learning, features and slippage analysishttps://t.co/wRDLWB1oE0 https://t.co/hX22tdbDf6 |
| 2019-11-27 | Article misses other use cases for Crypto reportingOps and market risks are much higher than OTC derivatives and FX but still useful in some portfolios so risk and independent valuation reporting are key. https://t.co/LRbIq138b5 |
| 2019-11-27 | CNN-LSTM limit order book modeling paper targets #lob price differences and using depth as a stationary featurehttps://t.co/kORndUHjrn https://t.co/5T3ufeamZ3 |
| 2019-11-27 | Twisting VWAP into a point-in-time yields a microprice spread indicator as this introductory two part article on elementary market microstructure explains… https://t.co/j0CXEa3Iqq https://t.co/61T1Gaf9sP |
| 2019-11-27 | LSTM applied to stock market price jump prediction paper using limit order book based feature sets#lob #ml #flow order imbalance https://t.co/nNVj3VnglR https://t.co/9NRcnfVAU8 |
| 2019-11-27 | Knowledge Graphs algorithms in Python Pykg2vecPaper:https://t.co/MGNYgnkGaxSource:https://t.co/XIlEcKpiZy https://t.co/qpx6vj8lLo |
| 2019-11-27 | NYT“Powerfront does keep a record of customers’ past sentiments. And the company has access to an extraordinary amount of information. It not only knows when consumers are buying blouses, but also their favorite styles and fits.â€https://t.co/xPFivG1ErP#privacy https://t.co/4vBACaWbfI |
| 2019-11-27 | Crypto #AMM Paper DRLMM framework demonstrates the effectiveness of policy gradient methods in solving stochastic control problems in market making using limit order book data and trade and order flow indicators.https://t.co/yk6tvkrhaj#deeplearning #ml |
| 2019-11-26 | Data Science is the new #NBAModern NBA Positions Analyzedhttps://t.co/kjNJ9BjvEX https://t.co/vMZJiwWxTr |
| 2019-11-26 | Defending the indefensible in the NBA with heuristics: Exhibit A: free throws https://t.co/0WRcGi6z8M |
| 2019-11-26 | Dark Pools can’t be reduced by reductionist argument to not ‘Lit’ venues - there are varied consequences of exposure to toxicity, different matching patterns, signaling and trading costs based on the particular pool the trader or algorithm make… https://t.co/ZLeBALWzyM |
| 2019-11-26 | @Jaysivahf Thanks for the #FF |
| 2019-11-26 | ETFs: Index replication and impact on liquidity#tca #arb https://t.co/oKhxxCgEjA https://t.co/BxdUebs9Ve |
| 2019-11-26 | Expected consolidation of online brokers…https://t.co/y5Ib2wxEiT |
| 2019-11-25 | Collection of Jupyter financial notebooks - Derivatives, Heston, Kalmon, Transaction Cost Modeling…https://t.co/pc3BfIXXJg https://t.co/CSmzxCfoSW |
| 2019-11-25 | Partial index tracking using novel reparametrization and deep learning with performance optimization - eg Sharpe, Max Drawdown - paperhttps://t.co/UeoSt3qzJz https://t.co/CvSUnGw0hM |
| 2019-11-24 | Fabulous historical perspective on Atomic Bomb spies in NYThttps://t.co/Xhwu0MLne4 |
| 2019-11-24 | Natural Language Text Generation #GLT2 and their writings… | in WIRED#NLP #AI https://t.co/vg5bM4dUct |
| 2019-11-23 | Sigmoid and SanKeyhttps://t.co/GWtD0O6buE https://t.co/eMuu8dgs7b |
| 2019-11-23 | Hmmm$FB #GAN #DeepFake #FacialRecognitionhttps://t.co/xXIFThDOqK |
| 2019-11-23 | Deep Momentum Networks - a hybrid class of deep learning models which retain the volatility scaling framework of time series momentum strategies while using deep neural networks to output position targeting trading signals.https://t.co/xIKhJbuNYi https://t.co/ttTrKVTfsp |
| 2019-11-22 | Rocket - Exceptionally time-series classification in Python using linear random convolutional kernelsPaper:https://t.co/NYvNWuN68YSource:https://t.co/mI51D1TBgC https://t.co/VwSE9Uh9HQ |
| 2019-11-20 | Good short into to #TCA and Optimal trading https://t.co/nyLrrbrMZX |
| 2019-11-20 | An alarming Google Android cybersecurity vulnerability profiled… https://t.co/3IorI5phGT |
| 2019-11-20 | Causal relationship between financial news and stock price movements explored in this short paper https://t.co/N59H35ygQs https://t.co/e1QXFmErrz |
| 2019-11-20 | Equities VaR modelinghttps://t.co/NYkLI4XydK https://t.co/oeA2qjssn6 |
| 2019-11-20 | tug-of-war between intraday and overnight returns:“the smoothed spread between the overnight and intraday return components of a strategy generally forecasts time variation in that strategy’s close-to-close performance…"https://t.co/P0xrWNISOc https://t.co/AwdfgnKVIh |
| 2019-11-20 | Mixing scalar, functional and compositional data for stock market predictionshttps://t.co/p1bJ7oGGaW https://t.co/fMStFOallL |
| 2019-11-19 | Python for Econometrics - revised and up to 1,590 pageshttps://t.co/q3ZOKNjiiJ https://t.co/tIT8DCM0YY |
| 2019-11-19 | Deep learning for time-series classifications - paperhttps://t.co/b5Q0UdDboc https://t.co/NpJSdugUdw |
| 2019-11-19 | Crypto cybersecurity takeawayshttps://t.co/5flGPv7UPV https://t.co/sYAT6DCpk1 |
| 2019-11-18 | Breaking Mimblewimble #Crypto https://t.co/ctiAgTpebL |
| 2019-11-18 | Factor Timing https://t.co/n6uBj4eNyU https://t.co/SkIZM48vKp |
| 2019-11-17 | Multifractal detrended cross-correlation analysis in FX to support arbitrage trading paperhttps://t.co/OsIRkKNinN |
| 2019-11-17 | Applying recent #NLP advances to classification of #timeserieshttps://t.co/CHzR23Um3d |
| 2019-11-17 | Deep learning for high-dimensional time-serieshttps://t.co/POrPtiXe0N https://t.co/GKbtUqTnGy |
| 2019-11-17 | Re: Open Office————————“Many common assumptions about office architecture and collaboration are outdated or wrong. Although the open-office design is intended to encourage us to interact face-to-face, it gives us permission not to." https://t.co/Zee5WZj735 |
| 2019-11-17 | Formal review of fundamental vs technicals signal strength #alphahttps://t.co/a517RUsBNL https://t.co/EEWjQe35tu |
| 2019-11-17 | Pairs Tradinghttps://t.co/w2wyfJVjEDDeep-Q Reinforcement LearningCointegration https://t.co/j20InQj5Ar |
| 2019-11-16 | Coinbase is apparently in discussions to acquire Tagomi #crypto https://t.co/sSLnOL6T8c |
| 2019-11-15 | Stealing Signs in #MLB Data Science Discovery And impact on Baseballhttps://t.co/jmBTYkG9nMhttps://t.co/bV6OLTGMCRhttps://t.co/FnV2LiZD1LVia @No_Little_Plans https://t.co/2wB4v26HUk |
| 2019-11-14 | An ensemble of LSTM neural networks using a variety of common technical indicators for highâ€frequency stock market classification | paper #hft https://t.co/CNhbFYRiDw https://t.co/bAXHtSmJAL |
| 2019-11-14 | Amazon is now a data vendor…https://t.co/uqi5tyNXgx |
| 2019-11-14 | Statistics and Machine Learning in Python #ebookftp://ftp.cea.fr/pub/unati/people/educhesnay/pystatml/StatisticsMachineLearningPythonDraft.pdf https://t.co/5sf31eiLyD |
| 2019-11-14 | More on speech generative speech systems from Google #TTShttps://t.co/mekCaHQMZd |
| 2019-11-13 | Crypto Trends Report 2019 by Coinshareshttps://t.co/qpE2frMXcs |
| 2019-11-13 | The shape of neural networks | in WIRED https://t.co/px4zVEjw7q |
| 2019-11-13 | Novel hierarchical correlation reconstruction (HCR) methodology applied to bid-ask spreads, predicted from more accessible data like closing price, volume, high/low price, returns.https://t.co/ExuxwdYwIe https://t.co/0PpqoyJnG3 |
| 2019-11-12 | AFME Cloud Recomendations https://t.co/l4BEoC5Nl3 |
| 2019-11-11 | US firms and non-cross listed ADRs bid-ask spread is typically U-shaped on average, but cross-listed firms are J-shaped as per this recently published paper (albeit 2015 data set) #liquidity https://t.co/KYDIcntGFI https://t.co/ykc53mmQqr |
| 2019-11-11 | #ML methods: SVM, ANN, and k-NN applied to stock data prediction - paperhttps://t.co/q494fDTpFK https://t.co/XDnG3hoSYt |
| 2019-11-10 | Crypto order #flow analysis paper with embedded python source codehttps://t.co/m4sTRfA5D4 https://t.co/k11BNAnM4h |
| 2019-11-09 | NewTheory Implied Correlation Paper #TIC using machine learning (TIC are consistent with hierarchal SIC Classifications)By Marcos Lopez de Pradohttps://t.co/sp2VU1J4nY |
| 2019-11-08 | Optimal Liquidation using reinforcement learning // #ml paperhttps://t.co/jhVStq06Rg https://t.co/BMXRc60GLK |
| 2019-11-08 | Disruptive Finance #ebookhttps://t.co/vYVLMUUsyx#AI #FinTech https://t.co/GYasY01BPO |
| 2019-11-07 | Three #AutoMl risks profiled in this short HBR opinion post: https://t.co/cRq6H1dlg7 |
| 2019-11-07 | #10b18 Goldman Sachs perspective on fading Stock Buybacks on equity trading volumes…https://t.co/YErdjX7eLT |
| 2019-11-07 | Order #flow data to provide direct measures of buying and selling pressure related to carry trading and momentum strategies in FX Tradinghttps://t.co/TxTPAQSpMh https://t.co/HxI9LiUAgI |
| 2019-11-07 | High frequency beats and stock specific news - paperhttps://t.co/Sl0ivmkn97Classic spike, over-reaction and reversion… https://t.co/bY371zHBoN |
| 2019-11-07 | Dissertation on modeling stock limit order books #lob by Heterogeneous Autoregressive (HAR) #ml modelsHeterogeneous Autoregressive (HAR) modelhttps://t.co/xnXytdt7fmSimilar research by Martin Magrishttps://t.co/AnlddCB4sV https://t.co/nF2KuhpU2T |
| 2019-11-07 | Trader classification by characteristics of trade/order #flow paperhttps://t.co/aX4Gyl6TNk#liquidity https://t.co/yd7kFweYM6 |
| 2019-11-07 | Option implied bilateral depth-of-liquidity - paper (albeit older data set)https://t.co/CkzlfVHiwK#tca #liquidity https://t.co/faKPZtIIUW |
| 2019-11-07 | Compound Hawkes processes applied to high frequency stock price movementshttps://t.co/vuLc0WspLx https://t.co/BOiMQjfs3v |
| 2019-11-06 | FT on growth and shifts in market data consumption patterns and how machine-fueled quantamental, risk, and other functions are usurping trading consumption hegemony… https://t.co/ANkgJLV6wf |
| 2019-11-06 | Open source TensorFlow project Spleeter by https://t.co/ZSYo1Re5hr isolates music tracks including vocal tracks algorithmicallyArticle: https://t.co/1pmzDrMhfWSource including pre-trained models:https://t.co/vTRe2owVeu https://t.co/S7wDiX0g5p |
| 2019-11-06 | AutoML library - DABL for semi-automated ML Presentation: https://t.co/YpSwbzAdVXPython Source:https://t.co/TeKa2lwydJ |
| 2019-11-06 | Githubification of Infosec / CybersecurityPPTX deck on Github:https://t.co/J4m3MbdEKY |
| 2019-11-05 | Private markets digitization#cryptoStatus updatehttps://t.co/7TCdcx3HMC |
| 2019-11-05 | Clever use of data science… https://t.co/zSv3H4zJBZ https://t.co/RX9ZqwODRo |
| 2019-11-05 | Paper on Quasi Dark Trading and modeling impact on liquidity without stock dark pool venueshttps://t.co/ivCW4LAInH#TCA https://t.co/Eklx282nSb |
| 2019-11-05 | Lasers as a new cybersecurity hole for Google Home, Amazon Echo and other devices | in WIREDhttps://t.co/nVEnlmY5b4 https://t.co/v8U7Vo7E64 |
| 2019-11-03 | Detecting media bias In Python #ml #Keras https://t.co/rORBALByMZ https://t.co/LVgKK6OMe3 |
| 2019-11-03 | Not quite VWAP for Bonds is PMP (prevailing market price)…https://t.co/M35Lad0wL2#liquidity |
| 2019-11-02 | Commonality in stock liquidity - Amihud, turnover, and other liquidity indicators analyzed in this paper https://t.co/MDpYhgdTHh https://t.co/7HHA8eTfct |
| 2019-11-02 | Dissertation on the transient market impact of various trading strategies of large orders#tca #algotradinghttps://t.co/C8thuma1L4 https://t.co/zCNzmDGaNz |
| 2019-10-30 | Consolidation of FX liquidity presence to reduce fees | #Citi https://t.co/uTWRuh7JZE |
| 2019-10-30 | Algorithmic ‘overmessaging’ on CME Eurodollar Futures contracts as reported in WSJ https://t.co/Pr4jgVAq9W https://t.co/2PK4oNlqux |
| 2019-10-30 | Learning to Predict Without Looking Ahead paperDropping values to improve a reinforcement learning based model coerces an agent into learning a world model to fill in the observation gaps https://t.co/y5XaoYCk5d https://t.co/KhfIp1PEji |
| 2019-10-30 | RFS, aka Executable Streams are all the rage in Treasuries Tradinghttps://t.co/rt6QYJllWb |
| 2019-10-30 | Paxos submits no-action letter to SEC to settle equities trades on a Blockchainhttps://t.co/Z7mCE3rcJh |
| 2019-10-30 | Voice cloning with just a few seconds of audio using deep learning in PythonVideo:https://t.co/2mAChBKg0CSource:https://t.co/YAhTpZdYpnPaper:https://t.co/s7CXQk0kdXJupyter -downloads a YouTube Video, extracts & clones the audio:https://t.co/0zhxYAqbhk |
| 2019-10-29 | cvxpylayers is a brand new Python library for constructing differentiable convex optimization layers in PyTorch and TensorFlow using CVXPY https://t.co/CdfG3y78wR#ml |
| 2019-10-27 | High Frequency Trading impact on markets - paperhttps://t.co/fvPRoC9ywE |
| 2019-10-27 | Self-similarity, change-point and pattern analysis in financial time-series - paperhttps://t.co/g3MYkZlIZS https://t.co/tLJbYqtiR7 |
| 2019-10-26 | Elixxir, Solid, $FB and a reboot of the Web, as discussed in the WSJhttps://t.co/hHqvSptHiR https://t.co/wcntdwWqq3 |
| 2019-10-25 | Google open sourcesColossal Clean Crawled CorpusFor #NLP https://t.co/mdpzlIhn55 https://t.co/u7h0YdYf29 |
| 2019-10-25 | Paper models fund flows and mispricings spectrally across the frequency domainhttps://t.co/BjeUrWsJCA |
| 2019-10-24 | Simple SARIMA modeling in Python https://t.co/jzxkwPICrq https://t.co/e2CsAqd05G |
| 2019-10-23 | I don’t know if the ‘Gestalt Shift’ to datify and build D2 + A2 organizations is around the corner, but there will be a shift of sorts to embrace the new realities of society, social engineering and data science https://t.co/b7MxuLhxbP https://t.co/VPUXV2KWnv |
| 2019-10-23 | Volatility, volume and depthETFsCointegration, U-shape patterns and their deviationshttps://t.co/B2pO61ww4R https://t.co/JPEaC7h2Mc |
| 2019-10-22 | Classifying real vs synthetic stock return time-series in R #rstatshttps://t.co/8HpCw3HzKA |
| 2019-10-22 | McKinsey report on Banking strategy and the need to innovate at scale and nuances of what that means for incumbents vs FinTech upstarts and other scaled leaders https://t.co/QkmjvCG90Y https://t.co/INtSQuc6Oi |
| 2019-10-22 | Deloitte report on exchanges - digital transformations and disruptions https://t.co/FmeDjja15N https://t.co/2BCzwHnaTX |
| 2019-10-22 | FinTech Investment Transactions - Q3 2019https://t.co/NAiyNLSRUS https://t.co/jNP0l8KGLd |
| 2019-10-22 | #ML frameworks face offhttps://t.co/Fz7Vi6yCML https://t.co/HkCkTMhpiv |
| 2019-10-21 | IPFS online link utility | hashes are the keyhttps://t.co/YZ5RgsL4RLBlog post:https://t.co/MFRnT3mFcn |
| 2019-10-21 | Cloud data transfer costs are rising for several large customers…https://t.co/ER34N6Sigz https://t.co/fdtoXx9Tla |
| 2019-10-21 | Athletes as a tokenizable asset class • Crypto giddie about Dinwiddie https://t.co/vl9UbB2ic9 |
| 2019-10-21 | Impact of financial services culture on effectiveness of FinTech partnerships https://t.co/0uVr3gFtTR https://t.co/2cVJVDCSpH |
| 2019-10-20 | Institutional equity commission trends on the heels of zero-commission retail trades https://t.co/01HwZFr5Gl |
| 2019-10-20 | Goldman Sachs report on impact of climate change on Citieshttps://t.co/D9JZSd0YFJ https://t.co/uLqLhQNmcy |
| 2019-10-19 | Agent theory and reinforcement machine learning #ml applied to stock tradinghttps://t.co/mScAuJfu6p https://t.co/9ZpZIofZMJ |
| 2019-10-19 | Paper on global commonality in liquidity and global market volatility in a sample of nine major stock marketshttps://t.co/UuARKJkTEj https://t.co/P8iOz1poxl |
| 2019-10-19 | Mathematics for Machine Learning #eBookhttps://t.co/9NNlJ55LQP https://t.co/w349HRshuD |
| 2019-10-18 | AWS, SageMaker and #MLB machine learning https://t.co/NHFt5SzDeU |
| 2019-10-17 | Thinking about Tensors, Twitter, Terabytes and their Topology this Thursday morninghttps://t.co/IuU16KUGRZhttps://t.co/3s65SDarMm https://t.co/UjcbQ29pEL |
| 2019-10-17 | A #Fable about a time series and it’s predictions in two parts…#rstats by @robjhyndmanhttps://t.co/o61UQvQC9ahttps://t.co/SotlID7Rk9 |
| 2019-10-17 | Re: TradingSI - Short interest LR - Loan ratesDTC - Days to coverLBG - Loan balance growthILA - Inverse loan availabilityBuy ratingHigh betahttps://t.co/FQEGbLLWLX#TCA https://t.co/GEtnsJjtwn |
| 2019-10-17 | Directional change based trading algorithm in FX time-series analyzed with performance measureshttps://t.co/nC4CdKnMLZ https://t.co/qiTbuDIkHD |
| 2019-10-17 | Qplum and Nvidia deck on AI in Tactical Asset Management‘only a small fraction of real world #ML systems is comprised of the ML code…’https://t.co/9LFmOsHsDc https://t.co/eSyZUaXSxR |
| 2019-10-17 | FX OTC Network analysis of microstructure stress - Bank of England paper https://t.co/h60mQKxPuX https://t.co/zegiziRXYG |
| 2019-10-17 | Maureen O’Hara co-author of FRB paper on Corporate Bond market structure evolution#TCA #Liquidity #Electronificationfuture/ohara-zhou_electronic-evolution-of-corporate-bond-dealers.pdf https://t.co/1sOSRPJPlI |
| 2019-10-17 | International Review of Equities Market Structure Regulation - reporthttps://t.co/nBD9ltIHnQ https://t.co/Kn3jCJGWYZ |
| 2019-10-17 | Dissertation models reflexive (herd) behavior in FX marketshttps://t.co/6QuZuviUIz https://t.co/o0EsceeAqA |
| 2019-10-17 | Survey of Bayesian statistics in Sportshttps://t.co/7SBb8FRZK7 https://t.co/LcdggxnnKs |
| 2019-10-16 | SIFMA on state of market structure electronification across asset classes…https://t.co/scAaA91uyC https://t.co/pdCBAotqHi |
| 2019-10-16 | Economics of State-led Innovation | in WIRED https://t.co/UEwtxbzveh |
| 2019-10-16 | Gradient Community Notebooks are public, shareable Jupyter Notebooks that run on free cloud GPUs and CPUs. https://t.co/1l9az1zelg#Ml Showcasehttps://t.co/mQfzGfa87R |
| 2019-10-16 | Limit Order Book price classifier and predictor paper - order book imbalance #lob https://t.co/3sPeDHhaSYAnd Python code:https://t.co/V7F0ir5Ibw https://t.co/uljXomT1XE |
| 2019-10-16 | Convergence of Traditional, Prediction and Sports betting markets is in sight… https://t.co/3fei1g9hZJ |
| 2019-10-15 | ‘Information of Market Efficiency, Volatility, Volume, and Trend from Limit Order Book’#lob and #tca paperhttps://t.co/kC3ajf739F https://t.co/gLnwmH7eEs |
| 2019-10-15 | A Robust Estimator of the Efficient FrontierPaper by Marcos Lopez de PradoInnovates by introducing the nested clustered optimization algorithm (NCO), a method that tackles sources of portfolio construction instability with some embedded Python codehttps://t.co/ChsReA22O6 https://t.co/JkG8lca17V |
| 2019-10-15 | Nash, State Channels, Blockchain and cybersecurity equilibria… https://t.co/0PRcPEcopY |
| 2019-10-15 | ‘Algebra, Topology, Differential Calculus, and Optimization TheoryFor Computer Science and Machine Learning’#eBook - almost 2,000 pageshttps://t.co/gaTLg0L1gU https://t.co/Y9rEnXqav3 |
| 2019-10-15 | IMHO, a rosy view when agg. transaction volume is in decline in some markets“Global algorithmic trading market was valued at US$ 10,346.6 Mn in 2018 and is expected to exhibit a CAGR of 10.7% over the forecast period to reach US$ 25,257.0 Mn in 2027." https://t.co/Vqfk4lwHOm |
| 2019-10-14 | Deep Q-learninghttps://t.co/bgNzWhcRze |
| 2019-10-12 | Linear Algebra #ebookhttps://t.co/Fyc8aPXCVf https://t.co/2feemveeQU |
| 2019-10-12 | Perseverance personified… https://t.co/o3xkx68r7i |
| 2019-10-12 | Liquidity and co-skewness and timing of mutual fund investments (in Thailand)#liquidityhttps://t.co/2GFmWY87zu https://t.co/qGSZO825CY |
| 2019-10-12 | Bakkt Bitcoin futures trading volume jumps 800% (albeit, from surprisingly low initial base) https://t.co/ew86ULsi4A |
| 2019-10-12 | “mutual funds are better at public investing than they are at private investing…"#WeWork #Unicorns https://t.co/th95u05BH8 |
| 2019-10-10 | Productizing data science means end-to-end data, analytics and machine-learning pipelines for reproducibility, scale and automated integration with workflows…And in the near future, using AutoML in that collection of pipelines https://t.co/1vcz08voFO |
| 2019-10-10 | @joshua_ulrich But patent rationality has emerged since landmark 2014 U.S. Supreme Court decision Alice Corp v. CLS Bank. And recently in NASDAQ vs MIAX:‘Nasdaq’s claims are ineligible for patenting because they are directed to an abstract information routing idea with no inventive concept’ |
| 2019-10-10 | @joshua_ulrich Don’t get me started on this one patent ending in ‘382 which is part of a family of I reconnected patents‘304, ‘132, ‘382, ‘132, ‘411, ‘768, and ‘996https://t.co/ZX4wgwvtUAOr their patent war with ESpeed where neither patent infringed the other…https://t.co/uN42pSigau |
| 2019-10-10 | @JoeSaluzzi Just a guess, but 1 tradeper minute over 6.5 hour trading day = 60 • 6.5 = 390 seems like a possible origin for that number being used - also, easy to explain to non-numerologists as one trade per minute - but agree, deeply flawed… |
| 2019-10-10 | Semi-Deviationshttps://t.co/kwMRHHSpbR#liquidity https://t.co/wvdX7B6cxn |
| 2019-10-10 | Semi-Betashttps://t.co/kwMRHIa0Ar https://t.co/2x03WcYGi2 |
| 2019-10-10 | More on FinTech / AI patent trends in this report:https://t.co/TbaG3PJtcM https://t.co/g0KNXsaU7z |
| 2019-10-10 | Another patent that should not be awarded - ITG was late into the game with portfolio algorithms with integrated TCA analysis/optimization - JPMorgan (TAO) & Credit Suisse (Ph.D) and others were there earlier (2004) - so there is nothing novel here…https://t.co/v9ZcQi47ox |
| 2019-10-09 | Hmmmhttps://t.co/tIRt8cMVEw |
| 2019-10-09 | Thought-provoking essay on AI, Ethical-AI and Existential risks related to AIhttps://t.co/AlUqQIxGbN |
| 2019-10-09 | Good slide deck There really needs to be a really good reason to use a Blockchain because the tradeoffs are very different than conventional cloud-based databasesby @sbmeunier #blockchain https://t.co/OTLrqNqBPq |
| 2019-10-09 | StockNet - dissertation on deep learning applied to stock price prediction with word vector spaces on news as a featurehttps://t.co/sx06dFHldD https://t.co/W2BJWBN3NV |
| 2019-10-09 | Semi-deviation proxy for liquidity applied to #VIX - new measure proposed in this Paperhttps://t.co/y7kCqsZ5XS |
| 2019-10-08 | Foundations of Data Science #ebookhttps://t.co/kOaHwOI9Vr https://t.co/Dbo0A07tHc |
| 2019-10-08 | Yikes! https://t.co/j6aZTvBEjF |
| 2019-10-08 | Compression and Performance - Parquet & Arrow by @wesmckinn#python #rstats https://t.co/rs2jWRYGqu |
| 2019-10-08 | Credit factor modeling via @TABBGroup https://t.co/5rcPT6XN6X https://t.co/0OLbMY5RCw |
| 2019-10-07 | V is a high-performance and simple computer language with graphics, web and UI libraries and compiles itself in under a second. Where were you two decades ago?!https://t.co/tZCEgJaUTl |
| 2019-10-07 | Airbus planning to launch an index futures exchange called Skytra in May to help airlines hedge revenue fluctuations (in 1865, farmers launched grain futures on CBOT to hedge harvest revenue fluctuations). https://t.co/g0OALTDy9l |
| 2019-10-06 | @B_Kleine UghhhI mispelled dissertation in the same Tweet. I’m off my game today AND It was a different document that I was intending to Tweet.Thanks for spotting my gaffe! |
| 2019-10-06 | Crypto Pairs TradingA Disserationhttps://t.co/VaSKBLoU7n https://t.co/qDVanlPKwE |
| 2019-10-05 | Do not think a patent should be awarded to Fidessa for using z-scores for execution quality: both apply (obvious + incorrect) as aggregate execution slippage is not distributed normally https://t.co/JpB7SKBAAj https://t.co/Blau7tUEPb |
| 2019-10-05 | Lol! The shot across the bow and the war renews again… https://t.co/1bo2tIiqsS |
| 2019-10-05 | Post FPGA…Performance acceleration through DSLs that compile and reconfigure at the spatial / hardware level - dissertation https://t.co/x4re2SUamf https://t.co/zmRwiifczQ |
| 2019-10-05 | Wells Fargo is predicting Automation and AI will reduce banking head count by 10%.Chart shows relative spend by US Mega banks… https://t.co/SrsOUNowcx https://t.co/ggD8Yghlzj |
| 2019-10-05 | Upward and downward price jumps of public stock options and the ability of implied volatility smiles and other features to predict returnshttps://t.co/4gxF2GqfM3 https://t.co/EfEMOBqCLG |
| 2019-10-05 | ARIMA econometric modeling of Algiers Stock Exchange returnshttps://t.co/kqSI2lhWKM https://t.co/vlFHXwyKbW |
| 2019-10-05 | Fundamentals of Python Programming - new #eBookhttps://t.co/Zp5rNTzjHv https://t.co/Mvq34pRH20 |
| 2019-10-04 | Salesforce CEO on how Capitalism is under siege and what may replace it… https://t.co/AuuDqDWPkr |
| 2019-10-04 | More PE Deals than Public Companies… https://t.co/zaKvlb11h2 |
| 2019-10-04 | Now 1, 564 pages and still growing…Lectures in Quantitative Economucs with Pythonhttps://t.co/bqIfFSr6oZ https://t.co/OaF1MXXESu |
| 2019-10-03 | Summary of #Crypto researchhttps://t.co/5gXLwmcFzZ https://t.co/sKVMcGX7Bl |
| 2019-10-03 | Macroeconomic news factor model for energy stocks in ChinaTVP-VAR modelChange-point analysisHeterogeneous impact https://t.co/2yWwqj9xJU |
| 2019-10-03 | Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility that maintains convexity - paper, in two partsRelevant for CMS, Variance Swaps and other derivativesW/ embedded #MatLab code https://t.co/FDShtdHYx1https://t.co/2yWwqj9xJU https://t.co/FwHYAJ1A9R |
| 2019-10-03 | Risk Parity and Gaussian Mixture Trading Models with embedded Python code (in the dissertation) https://t.co/3rw3z5HHPx https://t.co/E48JANasyd |
| 2019-10-03 | The shift from Moats to Turnstiles is an important metaphorical difference between ecosystems and other models - covered well in this short HBR article https://t.co/ar5VhTp8HY |
| 2019-10-03 | Different approaches for handling the rolls of futures contracts to make them continuous - including Panama Canal methods https://t.co/0WSnhEaNWX |
| 2019-10-03 | Subtle and not so subtle cybersecurity flaws in Crypto projects and their Blockchains… https://t.co/ymlodKzbui |
| 2019-10-03 | Technology changes exponentially, but organizations absorb and change logarithmically… https://t.co/9LSHRDIBfz |
| 2019-10-03 | Financial charts are not always about simple logical defaults - there are idiosyncratic conventions for different persona profiles and other considerations that play in. This article covers it all. https://t.co/L1AXg0j1wX |
| 2019-10-03 | A decentralized protocol for trading (Crypto) derivatives with integrated safety and margining features #Vega https://t.co/4LeeWJK9WP |
| 2019-10-03 | Anomaly detection in financial time-series in Python using:- Low-pass filters: Z-score- Isolation forests- Seasonal-extreme - Studentized deviate (S-ESD) algorithm- One class support vector machines (SVM)#outlier #abnormality https://t.co/02gyZ4Pixv |
| 2019-10-03 | Morningstar announces Crypto strategy: includes provenance of bond ratings on a Blockchain and a Digital Assets ratings platform.https://t.co/GZ2slWafNU |
| 2019-10-02 | @daveweisberger David, of course you and Matt are right: retail brokerage fees include the other revenue streams as well - but, it’s clear that their revenue models are impacted & that these flow businesses will become strategic fodder for different growth engines & synergies & consolidation |
| 2019-10-02 | “If you are not paying for it, you’re not the customer; you’re the product being sold.” (2010)https://t.co/QI024eCOGg******************************What are the new #flow economics?Schwab and TD both bring commissions on equity trades to $0.00 https://t.co/OEwXcWxJiK |
| 2019-10-02 | Optimizing trade execution and liquidation using linear market-impact model with time dependent risk aversion#TCA paperhttps://t.co/YBAkr7kcN0https://t.co/3J3zFYimSj https://t.co/0OB55Jw8YE |
| 2019-10-02 | Intraday technical analysis with change point detection, heuristic segmentation and gradient based optimization discussed in this paperhttps://t.co/uzFHApSUKo https://t.co/nnKyU5rDsl |
| 2019-10-02 | Bitcoin price prediction Deep Learning vs LSTMhttps://t.co/Sxy13zbvwc https://t.co/QL54RL47K3 |
| 2019-09-29 | And now the #NBA says NO #Crypto Tokens for Spencer Dinwiddlehttps://t.co/BSuBjBNWG1 |
| 2019-09-29 | Predicting the NODA - number of detected anomalies in equity exchanges#anomaly paperhttps://t.co/vP1m106bJO https://t.co/P3d3HtcJz2 |
| 2019-09-29 | VIX realized variance prediction using #ml paperhttps://t.co/Vz88CKVwza https://t.co/uT9GtRMCr6 |
| 2019-09-28 | Quantum computing behavior that happens naturally in our DNAPaper:#Grovers algorithmhttps://t.co/jFSgyv0Z10 |
| 2019-09-28 | SAX encoding baseball time-series #MLB #mlhttps://t.co/HtrwpDtkT3 https://t.co/ilGJ59hw0H |
| 2019-09-28 | Amazing. “[This work] may be the path to a serious technological leap, whereby experimentalist would bypass the need for a full-fledged scalable and error-correcting Quantum Computer, and take the shortcut of looking for ‘natural occurrences…’” https://t.co/J3c3fIVFMI |
| 2019-09-27 | Very interesting Crypto tokenization application with credit risk, early mortality, illiquidity and malpractice/contract breach/drug/suspension/legal risks to be estimated and borne by the token holders presumably? Of course other standard crypto risks also apply… https://t.co/unhoVDshJP |
| 2019-09-27 | @globaltimesnews @______138190 Off-gridders have little hope of remaining that way… |
| 2019-09-27 | @gjncs @TheDoorTHEDOOR @orbitalpatterns @QuietPineTrees @mosabou @Ted_Underwood @Fake_Name1234 @______138190 @chaosprime @botandy @nikete @zoltanvarju @naos @vastabrupt Many thanks for the ML #ff |
| 2019-09-27 | Good short pithy introduction to Time Series Analysis basics with Pandas and Python https://t.co/ljcqIcYSSG |
| 2019-09-27 | Deep learning-based Bitcoin price prediction models using Bitcoin blockchain information. #ml paper - deep neural networks (DNN), - long short-term memory (LSTM) models, - convolutional neural networks (CNN)https://t.co/Sxy13zbvwc https://t.co/vieLhqCyDC |
| 2019-09-26 | Forecasting paper - State of the Art by @spyrosmakrid and@robjhyndman https://t.co/iGFWRomeP1 |
| 2019-09-26 | Basics of Random Forests in R #rstats https://t.co/3B8BucgHpT |
| 2019-09-26 | Backtesting vs walk-forward method vs simulation - which is best for testing systematic trading algorithms?Paper by Marcos Lopez de Pradohttps://t.co/yALYGcgZ4k https://t.co/VNNV6O8be7 |
| 2019-09-25 | Iceberg orders on the CME can be predicted (synthetic and native)….Paperhttps://t.co/omwJ2GoaRe https://t.co/5tvbj8704M |
| 2019-09-25 | #Liquidity commonality and spillovers for commodities futures - paperhttps://t.co/g4VoQbyAMY https://t.co/uZjFJoPrqY |
| 2019-09-24 | Real Estate and Pythonhttps://t.co/7SjWmJkDeTAnd the #ml codehttps://t.co/mi5wZ539sSJupyter Zillow data set explorer https://t.co/Or4vUZenFQ |
| 2019-09-24 | When Crypto is a Cloud and not decentralized, how does that impact the narrative? https://t.co/HBKu2irrw1 |
| 2019-09-23 | Lol… then my super serious face:who trusts $FB with a brain interface? https://t.co/gBXZmx8eXq |
| 2019-09-22 | “Sidewalk Toronto Tech,” and a Dystopian perspective https://t.co/BRfqO3vmaF |
| 2019-09-22 | Lecture notes on Supervised Machine Learning https://t.co/nCU4SOlO12#ml #ebook https://t.co/3dumgsKxAk |
| 2019-09-22 | Multi-modal deep learning models for leveraging combined information across two global equity markets for improved prediction efficiencyhttps://t.co/UQftWX0UQl#ml paper https://t.co/2h2TK0FHHF |
| 2019-09-22 | Speech recognition open source code in Python with PyTorch and support for GPUshttps://t.co/PmjKP2b6klPaper:https://t.co/tUc0MSsrZY |
| 2019-09-22 | Taxonomy of MOATShttps://t.co/NuWkmppVBN https://t.co/T9QCp8QQGL |
| 2019-09-21 | @catamilho They will find their inner RegEx and play Volapük while waiting for their next gig or go to Metis and become Data Scientists before the machines code themselves |
| 2019-09-21 | Insights and historical perspectives for exchange operator pivots away from traditional trading fees as their revenue growth engine.#LSE #HKEX #ICE https://t.co/DXkqlYmgqB https://t.co/2gsRsetz50 |
| 2019-09-21 | Liquidity link to returns for Austria, Poland and Hungary modeledhttps://t.co/nuDhpn96qA https://t.co/03nx4hrMjn |
| 2019-09-21 | iCurrency #crypto paperGeneralizing Libra https://t.co/2x5kWoVUcR |
| 2019-09-21 | ‘Traders who can’t code face…extinction’ https://t.co/Qw5u74ZDVs |
| 2019-09-21 | Deep Fake Faces ‘r’ Ushttps://t.co/TKGDeB0tLr |
| 2019-09-21 | Google claims ‘Quantum Supremacy’… https://t.co/9jky15Bx6z |
| 2019-09-20 | Anonymizing people’s faces with GAN powered Deep Fakes https://t.co/ZJVn5kV8ak |
| 2019-09-20 | @mikeharrisNY Lol - it does seems like an enormous gap in controls, processes, and system design that all #FAILed |
| 2019-09-20 | Rogue trader loses $320M in Oil Trades“According to the company, the employee repeatedly carried out unauthorised trades and disguised them to look like hedges for transactions with customers." https://t.co/HzlS0djWmmhttps://t.co/JrlTezs8pp |
| 2019-09-20 | Fascinating when companies post their own guidelines for targeting and acquiring other companies https://t.co/WQP9CBUBtD |
| 2019-09-20 | Ode to Overton, Apple’s machine learning lifecycle of building, monitoring, and improving production machine learning systems#ml pipelinehttps://t.co/mRNgbOb8ge https://t.co/eAC8WUWH8c |
| 2019-09-20 | AltData hiding in public places on Amazon’s S3 and a search utility by startup Quilt to find him https://t.co/8vlZNT0JqxAnd some fruits of their labor presented here…https://t.co/6vChTFrAOM |
| 2019-09-20 | I’m not sure I believe that AltData not being optimized is really a THING.“Eighty-two percent of funds say they use alternative data. Zero percent say they’re optimizing them.â€https://t.co/9Y7EOaVCtB |
| 2019-09-20 | Dividend Analysis by @jkregenstein in R #rstats and with a two part narrative: https://t.co/AH8hJe6Luzhttps://t.co/xuakB0vl9a https://t.co/0Hz2abqLQu |
| 2019-09-19 | When a broker routes an order to their own ATS, how does that decision impact execution quality?Paper claims very large dataset of 350M orders used to analyze micro-execution performance.#TCA https://t.co/5Waej5jeNT |
| 2019-09-18 | Trifecta, Explorium Paxata, Clearstory, Tamr and https://t.co/yn0jZQNWPJ are part of the wave of high-flying #AI #startupshttps://t.co/7apKok3F97 |
| 2019-09-18 | Lectures in Quantitative Economics with Python (1,400+ pages) - New eBookhttps://t.co/Z9BGSMsuYV https://t.co/B8XY75tFLg |
| 2019-09-18 | AltData fatigue? Alternative reasons abound for poor revenue performance of some Alt Data companies like #Thasos in a $7Bn segment. https://t.co/MxsXFJA5M5 |
| 2019-09-18 | The demise of finance domain expertise in trading is in part driven by lower levels of risk-taking, in part, driven by the passive automation-led transformation of markets Crowdsourced alpha, in my view is a second-order effect. https://t.co/PAL10Rwzu2 |
| 2019-09-17 | A eBook about Pythonic Application Architecture Patterns for Managing Complexity.https://t.co/r2kXDyoAE0 |
| 2019-09-16 | Portfolio inference: Algorithmically reverse engineer portfoliose.g. for detection of window dressing by fund managers & development of arbitrage strategies based on the inferred constituents. https://t.co/Im8P1DUikB#ml #flow https://t.co/DRFeenfQlU |
| 2019-09-16 | Twitter Hate-Speech classified using StellarGraph’s GraphSagehttps://t.co/ZnJdu6p9wHJupyter Notebook:https://t.co/ZxssU0YKqn https://t.co/cKY3nS7nh2 |
| 2019-09-14 | Crypto intra-day stylized microstructure facts paperhttps://t.co/6N0citvTrC |
| 2019-09-14 | Using R to analyze tweets at the account level #rstats https://t.co/LL5UdHt0Pl#twitter |
| 2019-09-11 | Bitcoin Billion$ Block tradehttps://t.co/Sgqbx85n1E |
| 2019-09-11 | 🤔 https://t.co/bXZhdz7j5L |
| 2019-09-11 | MiFIDII and relative Market Impact effects between MTFs and RMs #propagator #TCA https://t.co/xtaSYlMoxL https://t.co/9wgMkkA7F1 |
| 2019-09-10 | Machine learning #flow based reclassification of stock sectors https://t.co/XKzglUw2Vr https://t.co/Vf28B4PS7d |
| 2019-09-10 | Arbitrage-induced comovement leads to over-reaction for stocks more sensitive to ETF #flow arbitrage & under-reaction for those less sensitive. ‘A long-short portfolio constructed based on arbitrage sensitivity generates an alpha of ~ 7.5% per year.'https://t.co/XpNir0b5rO https://t.co/yqko2WlDSm |
| 2019-09-10 | #ml Paper predicts the next-day pattern of a single stock for each combination mode of stocks using the network topology properties as input variables for SVM and KNN algorithms.https://t.co/neiLu8SAm6Dataset:https://t.co/65hxOpf94g. https://t.co/K02SivkG1l |
| 2019-09-10 | @_nitishgarg @modaeastanbul Thanks! |
| 2019-09-10 | Tidyverts, tstibbles and feast for tidy time series data munging, plotting and more in R #rstats https://t.co/vwWfE6Xkpjhttps://t.co/FjNQMHaEie https://t.co/g7NlfQZcEk |
| 2019-09-10 | #Volatility - implied vs realized in its many forms - GARCH, HAR, …https://t.co/rghkofHvvx |
| 2019-09-10 | Factor investing in Korea with market-impact costshttps://t.co/ncpsNyLiK2#TCA paper |
| 2019-09-09 | Firms with higher analyst coverage have higher stock #liquidity for 41 global markets. Results are robust to two alternative measures of stock liquidity (i.e., the Amihud’s illiquidity measure (Amihud), and the percentage effective spreads.https://t.co/HAdchjsc5A#tca paper |
| 2019-09-09 | Stock liquidity measures including auto regressive distributed lags discussed in paper - BSE500 stocks#TCA #liquidity https://t.co/MSx22ELbY5 |
| 2019-09-09 | Volfefe!Quantifying impact of polarizing tweets on interest rates volatility…https://t.co/Aj16WbIaD4 https://t.co/9UZMvhAnqF |
| 2019-09-08 | Versatile HAR model for realized volatility - paperhttps://t.co/9mSbfoumln |
| 2019-09-07 | CSV Code Injection hack #Excel #CyberSecurity https://t.co/BIEFbbM6zG |
| 2019-09-07 | High frequency data for factor models methodology allows for general time variation in factor betas, and so is particularly suitable to study individual stocks and the asymptotic theory for the estimators of time-varying betas https://t.co/GiMZZRnJAb https://t.co/9fzyemtvLD |
| 2019-09-07 | @mikeharrisNY Yeah - definitely makes my head spin just watching them allhttps://t.co/VDU5KAJTBK https://t.co/N2tHHRvBtV |
| 2019-09-07 | Applying machine learning to portfolio construction: apply a combination of recurrent neural network (RNN) and a long short-term memory (LSTM) network for predicting the future prices and to perform constrained optimization on the portfolio#ml paperhttps://t.co/lZEYxjGykV |
| 2019-09-07 | #NewSpace - 20k new satellites over the next 10 years will mean risks of crashes will quintuple Paper:https://t.co/myfFmtA6FRArticle: https://t.co/QH2eXTI0sO https://t.co/yg7iEJmMyD |
| 2019-09-07 | Lots of web scraping to get the data, then an item-based collaborative filtering coded in R #rstats behind this Beer recommendation system https://t.co/OmID9bXVv8 https://t.co/Wy7sNLzm28 |
| 2019-09-06 | multi-level order-flow imbalance (MLOFI)#lob https://t.co/wVSJ04JCI6 |
| 2019-09-06 | Convertibles and their liquidity dynamicshttps://t.co/FoyTOdkgSu |
| 2019-09-06 | Crypto exchanges are becoming more stratified in exchange services and Bitcoin flow is less concentrated in larger exchanges https://t.co/QGDNzu1r9b |
| 2019-09-04 | Jump-tests to capture those intraday S&P500 stock price sharp movement outliers profiled on this paper on statistical arbitrage Methods profiled include those by Barndorff-Nielson and Shephard(BNS) and Andersen https://t.co/3mkTxaWq0g#anomaly #outlier #jump #trading https://t.co/5Wwav77zBE |
| 2019-09-04 | #Crypto limit order book modeling with a focus on trade order low imbalances - paper with embedded #Python codehttps://t.co/p3n3OD6Ajb https://t.co/fMLWnx2B3B |
| 2019-09-04 | Sentiment connectedness and price-linkage causality with #Cryptos - paperhttps://t.co/p3n3OD6Ajb https://t.co/xJN15o51Zo |
| 2019-09-04 | Extreme Blockchain Chainlet activity, characterized by transaction amounts and occurrences, is shown empirically to result in significant changes in the intraday Bitcoin price volatility.https://t.co/IK8xzF5t2k#Crypto paper https://t.co/ktiwzn0eWJ |
| 2019-09-02 | Mid-price limit order book price move prediction with broad Feature-Engineeringhttps://t.co/RTd97grbcf#tca #lob #ml https://t.co/ZdlS9FCZTG |
| 2019-09-02 | Dynamic trade informativeness or market impact?#tca paperhttps://t.co/w88ZztfinC https://t.co/Z9ToABkjmb |
| 2019-09-02 | Instantaneous volatility estimation in this paper solely relies on a new market invariant, which links together volatility, traded volume, order book volume and the spread #tca #lob https://t.co/VZqPhxww64 https://t.co/YT3FD4ofYV |
| 2019-09-01 | Brilliant @cgbassa analysis of Tweet of Iranian Safir launch failure with reproducible research via his Jupyter notebook https://t.co/vPgQE3xnOa https://t.co/aFEDMWg4HT |
| 2019-09-01 | @nic__carter on Crypto Rankings sites and Crypto-to-Crypto exchanges: “A glimpse into the dark underbelly of cryptocurrency markets” https://t.co/2AQqZuuM1O https://t.co/NkmlSVxZYW |
| 2019-09-01 | AutoOut: Automated Outlier Detection and Treatment Tool in Pythonhttps://t.co/YPQRVJ26EY https://t.co/ocjagQq9lk |
| 2019-09-01 | Brazilian Equities dissertation (2018) on stochastic liquidty curves and #lob limit order book analysis in R #rstats#tca https://t.co/advyJWefXF https://t.co/P32J5J9OlV |
| 2019-08-31 | Paper presents a taxonomy of automated machine learning - automatedfeature engineering and hyper-parameter learninghttps://t.co/odQlRLwu9k#ml #automl https://t.co/DdlywlTupM |
| 2019-08-29 | @jeffneuen Agree. With Jupyter notebooks and the pipelines behind them, it has never been easier to have the code accessible to view, apply, retest and incrementally modify. Papers, as a standard practice should link to a Github repo. https://t.co/HHuklFZHOHhttps://t.co/qGmfqsgmqV |
| 2019-08-28 | Relatively rare for a paper to present embedded code, written in JavaScript! for Bitcoin trading (2018). So here it is:#Cryptohttps://t.co/yfyGzJERoQ https://t.co/FrAMjgOk1T |
| 2019-08-27 | Good summary of #NLP advances beyond #BERT by $FB - RoBERTa, RACE, GLUE… https://t.co/90arrWVbaa |
| 2019-08-26 | CVA calculations for derivative modeling and the Jupyter notebooks that reproduce themPaper:https://t.co/WuO5mYXF9bJupyter Notebooks w/ Python code:https://t.co/rOeRQVoYaq |
| 2019-08-26 | Dispersion in information by dealers when market-making or risk-based trading in corporate bonds - #Fed paper #asymmetric https://t.co/9lNDx7Mn5l |
| 2019-08-26 | Literary order of operations for… adjectives!https://t.co/NMq4VZux8w |
| 2019-08-25 | Python and various machine learning methods for detecting time-series outliers profiled in this articlehttps://t.co/plaUh43CK0With Python source:https://t.co/UyJnP7NejW#SVM #IsolationForest |
| 2019-08-25 | Python based download and analysis of insider tradeshttps://t.co/YVz0SrBjwamybinder rendering:https://t.co/o49wk8dHI8 https://t.co/DnOeV3FoMO |
| 2019-08-25 | Just-in-timeMachines are getting much better in detecting deception in human speech - dissertation on machine-learning based classifiers https://t.co/HTtgzkLSqb#svm #logistic #nlp #lexical https://t.co/cwpmfOyR0R |
| 2019-08-25 | Paper analyzes: ETFs distort stock prices away from their stock fundamentals and also impact of BlackRock #flow shockhttps://t.co/7mZcLt3JWf https://t.co/SqJRl49S5p |
| 2019-08-24 | Tensorwatch #streams for machine learning #ml https://t.co/1jdsNvJH3j https://t.co/Yw1i8J0CPv |
| 2019-08-24 | One week of fires in the Amazon via #NASA #FIRM projecthttps://t.co/IoGBvNvOMu |
| 2019-08-24 | NYT excellent #dataviz on Web tracking and #privacyhttps://t.co/DAedGKZShy https://t.co/aqShZjmkMt |
| 2019-08-24 | Momentum strategies can take on many quantitative forms: e.g. idiosyncratic, constant volatility-scaling and dynamic scaling - comparative international 🌎 performance analysis paperhttps://t.co/gH5QKPI7qW https://t.co/4HYnyymcEz |
| 2019-08-24 | Paper models ETF #flow dynamics and causal effectshttps://t.co/7mZcLt3JWf https://t.co/mRyPOENJof |
| 2019-08-24 | Ode to Brownian motion in financial marketshttps://t.co/IkwVqitRjv https://t.co/qmGP2KQTmX |
| 2019-08-23 | @chanep Blame the patent office examiner(s) involved… |
| 2019-08-23 | Statistical causality via Granger and a bit of R code#rstats https://t.co/cMZIKM3spr |
| 2019-08-23 | Even Google has a recent patent on an abnormal trade kill-switch using exponential moving averages https://t.co/BsC73Ip1iu https://t.co/kmw8Za54oW |
| 2019-08-23 | “Would ICE buy Bloomberg?"At what price?https://t.co/FIXQPbzyyX |
| 2019-08-23 | It’s getting hot 🔥 in here,Hardware malfunction,Pre-trade check gap, DevOps snafu…==>Bitcoin sold at $1#abnormal trade values and/or market data should trigger trading halt - so many good algorithms for detecting outliers and abnormal values https://t.co/kamnM509Ve https://t.co/f7e9MWvcOk |
| 2019-08-23 | Using the temporal evolution of clusters to detect anomalies in code and across other networks:“A self-learning algorithm then detects anomalies in the temporal behavior of these evolving clusters by analyzing metrics derived from their developments”https://t.co/mVB0MN3QgC https://t.co/FldzXx1k35 |
| 2019-08-23 | Realized Moments for underlying stocks - variance, jumps, skew ness, Kurtosis - https://t.co/BvzH9zjxgm https://t.co/U1UFsupX89 |
| 2019-08-23 | Probability Adjusted Volatility Spreads (PAVS) Paper https://t.co/kSB4sRLgw8 |
| 2019-08-23 | Stock price fluctuation link to news features (from market data vendor)https://t.co/UX01l7LlBl https://t.co/WgtNLDGPGT |
| 2019-08-23 | Dissertation “effective applicability of machine learning methods for mid-price movement prediction, over the nature of long-range autocorrelations in financial time-series, and over the econometric modeling … in high-frequency settings.â€Paper:https://t.co/HX1LMi0x5v https://t.co/pgR7FE3W0w |
| 2019-08-23 | ‘crypto portfolios constructed via optimizations that minimize variance and Conditional Value at Risk outperform a major stock market index (the S&P 500).’https://t.co/ik0lvRhB1Y https://t.co/1oTfMbO22s |
| 2019-08-23 | Intraday stock liquidity across various global markets analyzed with stylized facts and auto-regressive modelinghttps://t.co/5ajcE2XFat https://t.co/m6rPyp2PLp |
| 2019-08-23 | Forensic trade-matching paper for #lob stock trades in Paris, London and Frankfurthttps://t.co/iaSXBGSg8w https://t.co/0n4fOn0Zj0 |
| 2019-08-22 | Sector Rotations using #SVM #ml in Pythonhttps://t.co/Ngjqyl16wuhttps://t.co/EmqbzMtSXi |
| 2019-08-22 | Impact of #AI on jobs in financial markets, advisory and trading businesses https://t.co/r8gDDzvMkN |
| 2019-08-22 | Mathematics for Machine Learning - brand new #ebookhttps://t.co/fxkvgZ80In |
| 2019-08-21 | Detecting stationarity in time serieshttps://t.co/9wrvoz2RWo |
| 2019-08-20 | Geo-industrial clusters - paper, data visualizations and Python codeNature Paper:https://t.co/3ZklhcMwJu#flow #dataviz #sector #louvain GitHub:https://t.co/BmqaQcX2pL https://t.co/Wt4q0WkE9S |
| 2019-08-20 | Deep SqueakPioneering work using deep-learning based universal translator for the ultra-high frequency utterances of RATs speakPaper:https://t.co/3L2AUkDJGVMATLAB & Simulink source code: https://t.co/QEPTf1j48BFLAC audio squeal files:https://t.co/dlotCbtyrr https://t.co/ZJfanD7JTw |
| 2019-08-20 | This paper determines that order flow imbalance explains 65% of price movements & market impact can be modeled by a linear function where the coefficient is dynamic & based on a Kalman filter & multiplicative autoregressive dynamics #TCA #Kalman #lob https://t.co/RnxEVW8vOg https://t.co/dEeeL7USRe |
| 2019-08-20 | Interesting empirical analysis of how many different entities do mobile apps send their information to https://t.co/GeMtQirrgU#GDPR #privacy #cybersecurity https://t.co/wDOS7dR8GG |
| 2019-08-20 | Optimal portfolio trading incorporating limit order book, transaction and market impact costs - #lob and #tca paper https://t.co/PwLM6su2Aw https://t.co/0KjhbYav1R |
| 2019-08-19 | Interesting compendium of buy-side perspectives on US Equity Exchanges from @TabbFORUM https://t.co/KWquilUuoN https://t.co/Gu60rQwAq1 |
| 2019-08-18 | @ElizabethFlux I’m a “paper-tape reader-punch for a PDP-8” years-old and back then we measured all in kibibytes #kiB. https://t.co/wQfURInI5M |
| 2019-08-18 | Hmmm“Kaspersky has created a dangerous tracking mechanism that makes tracking cookies look old. In that case, websites can track Kaspersky users, even if they switch to a different browser. Worse … can even overcome the browser’s incognito mode.†https://t.co/YkjTcATRke |
| 2019-08-17 | NBER broker intermediation paper“While the average investor values these broker services, there is substantial heterogeneity across investors. Hedge funds place almost no value on sell-side research, but place a large premium on order flow informationâ€https://t.co/1VclUj7jf1 https://t.co/3n0mD1LJ1Q |
| 2019-08-17 | Do not think that a patent should be awarded to Trading Technologies for FIX Translation methods, since this type of processing has existed in many forms since the dawn of FIX - #PriorArt #patenthttps://t.co/VB26oKmwz0 https://t.co/VBOHOOefHX |
| 2019-08-17 | Volatility and limit order book modeling #lob dissertationhttps://t.co/HX1LMi0x5v https://t.co/LnAYm5nTWF |
| 2019-08-17 | Learn sector classifications using machine learning #ml #flow #GICShttps://t.co/dh56wNrP6k https://t.co/1h8aoqwMGy |
| 2019-08-16 | From meta-coordination to discord to slack-ing-off and everything in between https://t.co/rZsJie7ffm |
| 2019-08-15 | The effect of Twitter corporate information dissemination on cost of equity - large study on US public firmshttps://t.co/G0zxWJaO7A |
| 2019-08-15 | Paper on impact of US stock market trade intensity spillover across international markets - a number of different measures analyzed and summarized empirically. #flow#tcahttps://t.co/H8y1zzkN29 |
| 2019-08-15 | Agree completely - innovation has to be decentralized and woven into the DNA of the enterprise everwhere: each business unit, each product team, each technology team and integrated into roadmaps and financial plans. https://t.co/GZ1zBhd40w |
| 2019-08-14 | Title says it allHuge Survey of Firmware Finds No #CyberSecurity Gains in 15 Years https://t.co/ZEMhzCOnc4 |
| 2019-08-14 | mystical art of machine learning model #pipeline of validation to deployment to canary testing (in SageMaker) https://t.co/xyjzYzxZxn |
| 2019-08-14 | Article on the power of idiomatic R in trading #rstatsVia @jkregenstein https://t.co/L1cqljk0JV |
| 2019-08-13 | @ltabb Inspired to post by the great minds behind those papers I come across. Thanks for the shout-out Larry! |
| 2019-08-13 | Techlash impact on hiring…https://t.co/IlyfpoJzsw |
| 2019-08-13 | Deep and machine learning applied to derivatives hedging and valuation… https://t.co/6IXqptf6mi |
| 2019-08-13 | Latency and an FX limit order book model #lobhttps://t.co/w8QVnOlpzb https://t.co/6Mn4qTrbu8 |
| 2019-08-13 | Instantaneous realized volatility paperhttps://t.co/VZqPhxww64 https://t.co/6XEWCD5ji7 |
| 2019-08-13 | Factor models and their transaction costs - #Tca paperhttps://t.co/BrD0GxgkEr https://t.co/qAVacMYgIe |
| 2019-08-13 | Metaorder limit order book modeling and transaction cost analytics https://t.co/z48DwLk244#tca #lob paper https://t.co/syQcHo6o5t |
| 2019-08-13 | CFTC paper on stylized facts, transaction cost and limit order book analysis of futures contractshttps://t.co/ovctBPZ9Zj#lob #tca https://t.co/hDodH93llD |
| 2019-08-12 | Thermometr anomaly detection for Pandas time series coded in open-source Python and using a Twitter S-H-ESD Algorithm with an ARIMA based validationhttps://t.co/pFwiErFbl7 |
| 2019-08-11 | Anomaly detection with Python code - SVM, Isolation Forest…Article:https://t.co/kVHVix0Vn1Notebook:https://t.co/qhxeuJNS6m |
| 2019-08-11 | List of Open Startupshttps://t.co/MukJVfkr6F |
| 2019-08-11 | SELECT code_execution FROM * USING SQLite;Cybersecurity hack https://t.co/CC29QiBwGw |
| 2019-08-11 | Startup Cohort Revenue LTV curves in Python and https://t.co/jZI5nvaiOQ https://t.co/xVC5Y2beW5 https://t.co/HhPpNFd80P |
| 2019-08-11 | Machine learning in asset management:15 distinct trading varieties and around 100 trading strategiesPaper with many code links:https://t.co/0RRX0bxxHvGitHub links:https://t.co/3hO2w9bTTt https://t.co/lFuGIbFxAv |
| 2019-08-11 | Oil and other commodity trends as bond predictors - paperhttps://t.co/apuqjvMG5B |
| 2019-08-11 | Bottoms-up approach to modeling trading strategies inspires alternative methods including HFFF (High-Frequency Financial Funnel) & Particle Filters to model trading at a low level inclusive of market-impact effects & market simulations - paper#hft #lob https://t.co/c6MILHaHZP https://t.co/6YWdTdJnih |
| 2019-08-10 | Bank of England paper on Machine learning expandability (in default risk)https://t.co/53hynZ7rOx https://t.co/VjqcyF1zZI |
| 2019-08-10 | Anomaly detection using extended isolation forests coded in Python profiled in this articlehttps://t.co/JGTXrgJL7c https://t.co/jwGxUPXdyX |
| 2019-08-10 | Deep denoising autoencoding and isolation forest anomaly detection algorithms applied to algorithmic trading #ml #algo #IS paperhttps://t.co/IdzCYQSryD https://t.co/B6beli2VGr |
| 2019-08-10 | TheAtlantic on the need for a new science of Progresshttps://t.co/IxjALW1AnU |
| 2019-08-10 | Re: String Theory Warshttps://t.co/UNKYPgTzPf |
| 2019-08-10 | Defending against neural #fakenews Background:https://t.co/4VeNsC1NVjPaper:https://t.co/eiPtPI6pFKPython Source:https://t.co/FqaEcqr75i#misinformation |
| 2019-08-09 | BERT vs ErnieFaceoff of #NLP Modelshttps://t.co/EnJpEv0pge |
| 2019-08-09 | Interpretable machine learning libraries in Python profiled:ELI5, yellowbrick, MLxtend, and Limehttps://t.co/2Sg7Eoxiqh https://t.co/0EvQXsxXDZ |
| 2019-08-08 | WSJ article on SFTI #hft #NYSE https://t.co/yh7PXZLAB1 |
| 2019-08-08 | BEEMKA cybersecurity injection hack of Electron Apps https://t.co/bDHFCQG1os |
| 2019-08-08 | Team and Product State Classification https://t.co/UGqi6cX8t8 https://t.co/CvikmYeVes |
| 2019-08-07 | FT on emergence of generalized #AI as function of rise in networked compute power, new neuromorphic chips and new innovations in reasoning and symbolic logic https://t.co/YiTZWMQ61d |
| 2019-08-07 | Dissertation on Algorithmic Trading with closed form solution #meanfield #latentfactors and large scale stochastic games By @phil_casgrainhttps://t.co/ubuhzK6JyiAnd related paper:https://t.co/URBv4XkGRv https://t.co/5MR4Jnnfaq |
| 2019-08-07 | Realized trading impact costs < 1% on returns on average#tca https://t.co/Smj7WyFuWT https://t.co/5swU5R02H3 |
| 2019-08-07 | Correlation Funnels in R for exploratory data analysis#rstats #dataviz https://t.co/49r9pFPQAg https://t.co/bhfSpJdDwY |
| 2019-08-07 | Potpourri of anomaly detection methods profiled in Python - pca, autoencoder, classifier, ensemble, isolation forest…https://t.co/9wGgsk0uyz https://t.co/GGg5DM2eLY |
| 2019-08-07 | anomalize - detect anomalies in R #rstats packagehttps://t.co/oeNTAhCfQz https://t.co/lIhMOYC5ly |
| 2019-08-07 | DeepMind’s new mission to solve protein folding | in WIRED UK https://t.co/XNluYQNEwv |
| 2019-08-05 | Too late for Yahoo to win at email, but their idea of have AI read, respond and react is spot-on. When the AI starts to completely write the emails themselves using natural language generation then we can focus on truly productive work - or else! https://t.co/zUovU6IQ47 |
| 2019-08-05 | Information Revelation in Markets (eg FX) via an empirical map where two dealers are connected based on the synchronicity of their quote changes. By @bjornhagstromerSlides: https://t.co/p0vfZnyn2BPaper:https://t.co/s37WchluoPSource Code (zipped):https://t.co/MCna02IWqG https://t.co/n8wSILlyUs |
| 2019-08-05 | “Data-mining reveals that 80% of books published 1924-63 never had their copyrights renewed and are now in the public domain” https://t.co/YXYuNO0uY6 |
| 2019-08-04 | Risk-parity A Python libraryhttps://t.co/Y6WVdkexbg https://t.co/vh2JWZCFKn |
| 2019-08-04 | Superconducting nanowires can match the human brain in efficiency with roughly 10^14 synaptic operations per second per watt!For low-energy consumption #AI paper:https://t.co/m3WxrrSmR3For finding dark matter:https://t.co/4hBaSHhPa7& Paper:https://t.co/EKluRtd1ZG https://t.co/uOJggTLTj0 |
| 2019-08-04 | DNA Data Storage“The information density of DNA is remarkable — just one gram can store 215 petabytes, or 215 million gigabytes, of data.” Research by @luiscezeArticle:https://t.co/HbgIzJOdGbPowerPoint:https://t.co/rlR0NJWXxe https://t.co/KDC8zOKgvC |
| 2019-08-03 | And risk parity portfolios with R code #rstatshttps://t.co/HJdPgYkZCF |
| 2019-08-03 | Jupyter notebook and python library for risk parity portfolios https://t.co/ZjpC1MeAbP |
| 2019-08-03 | Options Market Making #AMM for listed equity derivatives paperhttps://t.co/BCWEqx0itO https://t.co/ApuCli64HX |
| 2019-08-03 | Extreme value analysis, ES and VaR of highâ€frequency cryptocurrencies https://t.co/wyRTzrlJe5 https://t.co/gDRNSuOc7S |
| 2019-08-03 | Paper on predicting cancellation events in limit order books containing fragments of large order #flow using SVM #ml methodshttps://t.co/wyRTzrlJe5 |
| 2019-08-03 | Activity-weighted spreads and returns and identifying anomalies using L1 limit oder book information - paperhttps://t.co/vP1m106bJO https://t.co/FpIk0qvXnM |
| 2019-08-02 | fun fact Friday:“On Fridays, VIX experiences an average daily decrease of nearly 70 basis points."Short article with R code snippet, #rstats https://t.co/6yZjUewmqN |
| 2019-08-02 | Huber regressions to mitigate outliers, short article and R code snippet #rstats https://t.co/6biOOSQOSn |
| 2019-08-02 | Paper on optimizing investment portfolio higher-moments (coskewness, skew-adjusted Sharpe ratio)https://t.co/ticu6HJAxJ |
| 2019-08-02 | Henry Kissinger, Eric Schmidt, and Daniel Huttenlocher on #AI‘Hardly any of these strategic verities can be applied to a world in which AI plays a significant role in national security.’â¦@TheAtlanticâ© https://t.co/F7newJEGRM |
| 2019-08-01 | Sentient geospatial intelligence https://t.co/e0NQwFxeXq https://t.co/H68FDrUZZB |
| 2019-08-01 | Tianjic chip fuses previously incompatible #AI architectures to garner neuromorphic powers and a dataflow architecture suitable for artificially guiding bicycles@nature Paper: https://t.co/pOiImFQrXlVideo:https://t.co/qd3Zps8oqD |
| 2019-08-01 | Age of #misinformation https://t.co/2OylCz6zyY |
| 2019-08-01 | Yet another way…https://t.co/o5bLcQZk3A |
| 2019-08-01 | Awesome introduction to cryptographic attack vectorshttps://t.co/goJMuf80jA |
| 2019-07-31 | This may not turn out well.#HumanAnimalChimera https://t.co/rqP5efxyHo |
| 2019-07-30 | Automated Machine Learning Hyperparameter Tuning in Python#automl https://t.co/sXxqMwJ6A5 |
| 2019-07-30 | And there is this new mass-surveillance mask…https://t.co/YODhXgzcAS |
| 2019-07-30 | Facial RecognitionKey challenges for societyVia @guardian https://t.co/7qBIpHuSBvHow to dodge facial recognition using occlusion or confusion…Via @WIREDhttps://t.co/hgLeyv2O5jPython code for facial recognition:https://t.co/swnraKDr3V https://t.co/jOschhyeFh |
| 2019-07-29 | Hmmmm$FB bypassing end-to-end encryption… https://t.co/drxRvf7DxS |
| 2019-07-29 | In a future world of tokenized everything, lower transaction fees, and ‘round the clock trading, the missing ingredient in this discussion will be the empowering intelligent data, analytics and algorithms in between. https://t.co/a7EqypIjEP |
| 2019-07-29 | Pythonic grid / spreadsheet https://t.co/Qy3iepeaxk |
| 2019-07-29 | #AI usecases on Blockchain#crypto https://t.co/06I2U8GcFs |
| 2019-07-29 | FinTech global financing statisticshttps://t.co/9EICkaUuZ0 https://t.co/f4LtAk2Zy0 |
| 2019-07-29 | Tensorly - design and train deep tensorized neural networks using Tensors and NumPy, MXNet, PyTorch, TensorFlow and CuPy #ml Paper:https://t.co/y7S46aOiHDPython source code:https://t.co/tK9EZkwrGT |
| 2019-07-28 | Detecting #fakenews and #misinformation on Twitter paper using geometric deep learning techniques #mlhttps://t.co/ZQPbkAIy5o https://t.co/DeOLFMenli |
| 2019-07-28 | The Great Hack | Official Trailer | Netflix https://t.co/Olw2QFgZjr via @YouTubeWe should ALL watch…WIRED review:https://t.co/xJy8DhP0aQ |
| 2019-07-28 | Web service to generate natural language text summaries of articles or content snippets #Hackeryogi #tldrhttps://t.co/RI7GFJmqe3The pic is the text summary of the article belowhttps://t.co/8U8Hmceqc0 https://t.co/2EGk33JZNp |
| 2019-07-28 | The New Yorker on #AI and ‘Intellectual Debt’“We should also worry, though, about what will happen when A.I. gets it right” https://t.co/8U8Hmceqc0 |
| 2019-07-28 | Algorithmic Trading, latent alpha, mean-field games and stochastic heterogeneous agent modeling - dissertationhttps://t.co/ubuhzK6Jyi https://t.co/oBxGdytyo0 |
| 2019-07-27 | Automated market making #AMM using Reinforcement Learning #ml https://t.co/AyKQypTBEq https://t.co/L28LA09rXp |
| 2019-07-26 | Hmmm 🤔 an asteroid - just 1/5 of distance moon to earth just whizzed by‘Asteroid 2019 OK to flyby Earth at 0.19 Lunar Distance on July 25’ https://t.co/XmC6zhYnRT |
| 2019-07-26 | From @WIRED Fridays are for frolicking in the farrago of frenetic forensics of falsidical, factious, falsiloquenct, even freakish social media $FB to fringe faves like 4chan, 8chan, Voat, and Gab with fecundity from Stanford Internet Observatory https://t.co/MuMj5LPMoI |
| 2019-07-26 | Interesting perspectives on US stock exchange game theory“MEMX surely can draw massive orders away from the Big Three under the order protection rule against ‘trade-throughs.’” https://t.co/mj0rRsyJ3M |
| 2019-07-26 | Behavioral maxims for incentives, metrics and goalsCampbell’s Law & Goodhart’s Law https://t.co/nvw3BTbJYk |
| 2019-07-25 | Unsupervised learning for anomaly detection in stock options pricing with Python codeIsolation Forest #ml https://t.co/tFWEsfbI1U |
| 2019-07-25 | Josh Wolfe opines on formation of a Liquidity Crisis as a natural consequence of trade wars and bubble asset valuations in private and public assets? @wolfejosh https://t.co/dYBF014z7p |
| 2019-07-25 | How Is Market Uptake of SOFR? “Outstanding SOFR-linked notional across all products has grown from less $100 billion in May 2018 to over $9 trillion as of April 2019”https://t.co/roy2lvZT5J#Libor #RFR |
| 2019-07-25 | Capturing stock cross market arbitrage opportunities with a median of 332 microseconds and not a microsecond to spare…[Survey paper on arbitrage market structure attributes, not a playbook for high-frequency Alpha]https://t.co/I43XEhDGkl |
| 2019-07-25 | NYT opines on FaceApp https://t.co/A8ZrXzlCtX https://t.co/Wigf23NDCQ |
| 2019-07-25 | De-fi primer by @zerohedge https://t.co/DuZCysGbdD |
| 2019-07-24 | Global FinTech 250 as compiled by @CBinsights https://t.co/nXy0vxG8M5 https://t.co/8HvD5UnMXm |
| 2019-07-24 | Tokenized real-estate startup ReatT tackles the enormous challenge of applying Crypto and driving liquidity to the largest form of illiquid asset. https://t.co/mnEho61EIc |
| 2019-07-24 | When data is anonymized but actually is re-identifiable… Paper: https://t.co/TSqZ0XbhChCode:https://t.co/zqQCLgTx3o |
| 2019-07-23 | Interesting read on stock liquidity shifts by @ltabb on @TabbFORUM https://t.co/kEJDzHXFEA |
| 2019-07-23 | Seasonal and Trend time-series decomposition using Loes and Pythonhttps://t.co/j97AxMk36K https://t.co/Vxr95rHIai |
| 2019-07-22 | Fidelity applies for a Trust license for its #Crypto business“A trust license allows a firm to operate a broader swath of services in financial markets, such as financial advice, hinting at far reaching ambitions." https://t.co/IcEO8oYt6w |
| 2019-07-22 | Simple, Bitcoin sentiment strategy profiled using Python and Augmento sourced dataArticle: https://t.co/NMCCyzhmqkPython notebook:https://t.co/J46GSTFQzm https://t.co/tFjQHDjjYC |
| 2019-07-22 | Quantamental Sentiment has it’s proponents… https://t.co/uorQzroIsT |
| 2019-07-22 | EIP Block-size and #TCA Analysis https://t.co/01P68Sb4jM |
| 2019-07-21 | Bear Sterns, Lehman, … DB? Post financial crisis, have the controls and risk management that corporates, depositors, funds and banks implemented sufficiently mitigate the systemic risk of a global moneycenter bank’s demise? https://t.co/PLwMFegOCI |
| 2019-07-21 | Coinbase provides aggregated crypto order #flow information https://t.co/4kI0w7A3eW |
| 2019-07-20 | Bridgewater analysis of diversification benefits vs geographic concentration with simple equal weight portfolios https://t.co/fySWSADch9 |
| 2019-07-20 | Paper on multi-level order #flow imbalance indicators #lob for optimizing tradinghttps://t.co/wVSJ04JCI6 |
| 2019-07-20 | Gen, new computer language optimized for #AI and #ml machine-learning powered applications from Robotics, intelligent chat bots, recommendation systems and computer vision https://t.co/Du1bcxOEnV https://t.co/jVj62BEkql |
| 2019-07-20 | FaceApp vs $FB Meitu in the invasion of privacy warhttps://t.co/7l2h7hWZBL |
| 2019-07-19 | Analysis of stock dividend history in R #rstatsby @jkregensteinhttps://t.co/AH8hJe6Luz |
| 2019-07-19 | @pablo_tech HmmmPlay piano like Amadeus,Grandmaster chess like Magnus Carlsen,Polyglot better than Richard Hudson,Jeopardy better than Ken Jennings,Math better than Euler,Write better than Hemingway,Instant Recall better than Google |
| 2019-07-19 | Reinforcement learning applied to crypto market making paper#Markov Decision Process#hft #lob #algorithmic tradinghttps://t.co/ggBWoMsqoF |
| 2019-07-18 | Autocodecompleter - #deepcode https://t.co/R3ye347zdj |
| 2019-07-18 | Crypto ‘painting the tape…’ - Crypto needs to be regulated to minimize these sorts of miscreant activities https://t.co/1ajKJlEA5j |
| 2019-07-17 | Hmmm.What could go wrong?https://t.co/eKXznepET9 |
| 2019-07-16 | The reverse of the title is also very true as Real Time #Analytics is more than just Real Time Data https://t.co/hwPRRnFPQN |
| 2019-07-16 | Danger from above…Loud music disturbs a neighbor and he resorts to loading up his #drone with fireworks and #dronerage takes over…https://t.co/FQbiIixjIu https://t.co/Iqu36N8Hgw |
| 2019-07-16 | The importance of meta order limit prices in influencing transaction costs#TCA Paperhttps://t.co/3abDqGcxhA https://t.co/IxYD1aMHxP |
| 2019-07-16 | If all of us left “to go back to where we came from##rstats #dataviz https://t.co/tFAfif5I7p https://t.co/JwCJWvygwV |
| 2019-07-14 | Paper on a new #AMM automated market-making model that avoids common assumptions of price processes, constant volume, one-tick jump and spread, continuous switching without penalty and no market ordershttps://t.co/a95fx83bEf |
| 2019-07-13 | Good short overview of the challenges of retiring Libor - good weekend read for market mavens and newbie neophytes alike #SOFR #OIS #Derivatives #Trading #Refinitiv #Libor #overnightsecuredrate https://t.co/X07yZBHbbF |
| 2019-07-13 | Statistics with Julia New #Julia #ebook with sections on #ml and #AIhttps://t.co/DRXPNdIh1S https://t.co/vNx3kwr7ya |
| 2019-07-12 | Palantir and the surveillance statehttps://t.co/TdF8u7gMmB https://t.co/TKSWWJYrzC |
| 2019-07-12 | #MLB Curve-Balls and Sliders are seemingly ‘breaking’ more than everhttps://t.co/geK0ayVL7E https://t.co/OC9naw8gxp |
| 2019-07-11 | #RefinitivSocial100 | Top 100 finance social-media influencers#ff ranked https://t.co/SEmJpNTzUj |
| 2019-07-11 | @Public_Citizen @Ereche1Erik ,z, , , 🇦🇸 🇦🇼🇦🇼 🇦🇸🇦🇽🇦🇼. ,,,b 🇦🇸 🇦🇸🇦🇸 🇦🇸 🇦🇼 🇦🇼. 🇦🇹 https://t.co/WCXLeQbiWH |
| 2019-07-11 | An important Crypto milestone -1st Reg A+ Crypto utility token offering https://t.co/TLKY8lkLuT |
| 2019-07-09 | R package for stochastic volatility modeling #rstats in tradingR package synopsis:https://t.co/YcmZ4rYMGNPaper:https://t.co/37IxRRKdwk https://t.co/pZUuQqCYU6 |
| 2019-07-09 | Article introduces stock pairs trading for the uninitiated using Python and Cointegrationhttps://t.co/RhRu25qhOq https://t.co/mqTNbWeSm8 |
| 2019-07-09 | Implied factor ratios for China A shares #flowhttps://t.co/RbAE9vCnrN https://t.co/rVp3PGgO0a |
| 2019-07-09 | An astrophysicist analyzes baseball home run dynamics #MLBhttps://t.co/aERZhontz9 |
| 2019-07-09 | 🤔 https://t.co/K7WaxUKXRc |
| 2019-07-08 | @BCBSAssociation Vth.j n j I’m be. :-!:-!:-):-)O:-)O:-):-)O:-):-)👙🥼🥼👔👖👙👘👕👘 🇦🇨 🇦🇴 🇦🇴🇦🇺🇦🇴 kckzk kb. Ocm..t i |
| 2019-07-07 | Bounded-Error Quantum Polynomial Time https://t.co/I9XzBFIIr0 |
| 2019-07-03 | Culling sentiment information from FX trading order #flow in Python and Pandashttps://t.co/251LpaN3A7 |
| 2019-07-03 | Harvard’s new Data Science Review contains articles on AI, data governance and data life-cycle https://t.co/vTW2g6TaxJ |
| 2019-07-03 | $FB open sources #DLRM an “advanced, open source deep learning recommendation model” ideal for use with sparse categorical data #Python https://t.co/jRBNdZYFVR |
| 2019-07-03 | Datafication and #AI Trends in 2 parts: https://t.co/ABURuTqWOMhttps://t.co/yNMdsL5wTN |
| 2019-07-02 | Valuation of equity barrier options and their Greeks Monte Carlo performance boosted by (T)GPUs on Google Cloud#gpu #python #derivatives https://t.co/7SJBkIAZJC |
| 2019-07-02 | Simple volatility estimation in R #rstats #VIXhttps://t.co/nW200GCvhE https://t.co/jmP3QwCw2n |
| 2019-07-02 | Common portfolio construction optimization techniques profiled in R#rstats https://t.co/wQJWc5RIFn |
| 2019-07-02 | Ten #AI #Ted Talks https://t.co/TPwY4mel9L |
| 2019-06-27 | Econometric and technical features for mid-price prediction using deep learning techniques. https://t.co/S8kztjuxGx#ml paper https://t.co/BljOIaR4O8 |
| 2019-06-26 | $FB acquired Cheddar with expertise in Crypto smart contracts for smart metering, polling and banking to infuse #Libra with more #Crypto talent https://t.co/wJ3sLODVqdRelated Cheddar smart contracts paper:https://t.co/Flov5YrtJm |
| 2019-06-26 | BTrDB database for high-performance time-series storage, compression and associative analyticshttps://t.co/2Y9UHtBQHC https://t.co/jhfBOwfCR8 |
| 2019-06-25 | Institutional investor article on shifting competitive dynamics of investment - unbundling, factor attribution and AI https://t.co/MBLQy1HHJm |
| 2019-06-25 | Sports Data Science:Go for it on 4th down is the analytical optimal solution according to this paper: #NFL coaches generally are overly conservative. https://t.co/kkLE9oF3Uy https://t.co/kcX8vK0E36 |
| 2019-06-25 | Using the confluence of Activity Weighted Spreads & Activity Weighted Returns as early intraday predictors of anomalous market behaviorhttps://t.co/paKTm7qTAS#outlier #trading https://t.co/SXRhkJADrR |
| 2019-06-25 | Trust, mixed metaphors and #Libra https://t.co/PSCX4Yw85v |
| 2019-06-25 | Comparing Ethereum and Libra from an architectural design point-of-view https://t.co/TnG2oDYTjH- blockchain vs transaction Merkel trees- permissionless vs permission- quasi-centralized vs relatively decentralized- corporate privileged governance vs voting model … |
| 2019-06-25 | If he is right, when fixed-income trading hits 90% electronic execution levels, then as a natural consequence the investment process will follow and become more factor and data science driven and increasingly passive as well.https://t.co/cCwm2nNh7j. |
| 2019-06-25 | Quantitative Politics #ebook #rstats https://t.co/or1bequmMn https://t.co/0bQkwgxIJo |
| 2019-06-24 | #Libra will usher in acceleration of regulatory forces, as well as collusive or collective animal spirit game-theory dynamics that will likely play their hand in the first confrontation between central banks hegemony and crypto-inspired markets. |
| 2019-06-24 | With each passing month, implicit trust for security of the math underlying decentralized models seems to be trending upwards, but trust for the centralized or quasi-centralized entities intermediating and governing and regulating those processes remains suspect … |
| 2019-06-24 | … #Libra will have similar challenges to implementing scaling as Ethereum And will have regulators and legislators watching very closely and unlike Bitcoin, able to target, fine and subpoena senior leaders at Facebook $FB and partner firms… |
| 2019-06-24 | #Libra as a #Crypto stablecoin based on traditional basket of instruments will theoretically reduce some of the (floor) volatility but multi-jurisdictional regulatory, trust, basis and correlation and utility effects are currently unknown https://t.co/NOZ2oS2que |
| 2019-06-23 | Bokeh based multi-sports animations in Python #nba https://t.co/DTjRoKbQV6 https://t.co/Rf5FwZ7Q42 |
| 2019-06-23 | Reinforcement Learning using Monte Carlo & OpenAI Gym in Python https://t.co/WOF7Nfyc6X |
| 2019-06-23 | ARIMA modeling in Pythonhttps://t.co/ity7nq0x0p https://t.co/V5G1g17aTm |
| 2019-06-23 | Ameribor Futureshttps://t.co/Hz1ipYw6Vp |
| 2019-06-23 | Another Book on Data Science #ebook in R and Python - includes chapter in Optimization https://t.co/aJ3OheHusQ#rstats https://t.co/R98UvY53Tn |
| 2019-06-22 | Multifractal Detrended Cross-Correlation methodology applied to the foreign exchange (Forex) market. #FX #Paperhttps://t.co/RXt4AEAvAj https://t.co/rIY0ssibsQ |
| 2019-06-22 | AI startup @TextIQ raises $12.6M and applies #NLP on sensitive corporate docs for legal discovery, HR and compliance #GDPR https://t.co/2IPxCWPZgLhttps://t.co/ExqIsuimbw |
| 2019-06-22 | AutoML startups are in vogue as @intersectlabs launches automated model choice and prediction tool. The space is profiled in this @techcrunch article https://t.co/b8HyWhK6lo |
| 2019-06-21 | #loungelife @ @HeathrowAirport Terminal 5 with Amex PlatinumGo To Gate A7 Plaza Premiumlounge and don’t make the LONG trek to Aspire which used to support Amex Platinum https://t.co/f5vsW6JMwU Please update your list @thepointsguy https://t.co/kSllHYoSBF |
| 2019-06-21 | Facebook’s Libra Project profiled in this report#Libra #Crypto $FB https://t.co/Mma38LvUR5 https://t.co/nK70OC3qSu |
| 2019-06-20 | WSJ on Crypto Regulatory Paralysis https://t.co/clzti931lo |
| 2019-06-20 | Paper on trader classification using order #flow features: inventory ratio, order cancellation ratio, order frequency, and number of stocks per trading server as proxies of behavioral char- acteristics and Machine-Learning #mlhttps://t.co/g60eBboxNu https://t.co/7VcXNXH7r7 |
| 2019-06-17 | Semiotics and the construction of a data science language#dsl paperhttps://t.co/eRKuvWiZ0B https://t.co/A4oRCGTnmo |
| 2019-06-17 | Short time-series prediction in R“transfer of a learned posterior on one time series as a new prior on a related time series to model yearly seasonality for a short time series”Article:https://t.co/RD5q1C7PPt#rstats Source code:https://t.co/qZs1b5EsJH |
| 2019-06-17 | identity, health and veracity derived from video facial cues for insurers…#affectivecomputing https://t.co/l2Liqg9sjg |
| 2019-06-16 | Sadly, but not surprisingly, NYC subways are still running OS/2 https://t.co/xIqgolTnEI |
| 2019-06-16 | Time-series detrending and benchmarking using all commonly known methods in WÅtanPaper:https://t.co/Ma1FOtfAiTPython Source:https://t.co/3fbg92D973 https://t.co/5t2DPEekp3 |
| 2019-06-15 | Machine-learning classification of stock sectors#ml #flow paperhttps://t.co/XKzglUNEk1 https://t.co/JjXykhiZxW |
| 2019-06-15 | Bitcoin bubbles and crashes modeled using a log-periodic power law singularity (LPPLS) confidence indicatorhttps://t.co/02dc3nY3tx https://t.co/HP59MTTiwM |
| 2019-06-13 | BigData, AltData and now crowd-sourced signals with a choice of machine learning based return profiles from Kaggle, QuantConnect and Quantopia…https://t.co/WMGOkjzDzY |
| 2019-06-13 | Note on time-series patterns / shapeletshttps://t.co/IJXQMi9B72 https://t.co/dzvx5LBKjr |
| 2019-06-13 | Time-Series Motifs - paperhttps://t.co/8HcmvPjHD0 https://t.co/OvqKLPgkXs |
| 2019-06-13 | Outlie………………………………r#Python #PyODhttps://t.co/iBauaOPzRS https://t.co/rR0SjDCHTU |
| 2019-06-12 | Mint synthetic assets ranging from cryptocurrencies to fiat currencies to derivatives with #Synthetix#crypto https://t.co/Z3Edw4qoUI |
| 2019-06-12 | Yet another perspective on the AQR paper on machine learning in financehttps://t.co/k890Isvdp0 |
| 2019-06-12 | I do not agree entirely with the thesis that because there are fewer public companies to chase with investment that has led to a boom in valuations. Beta-hunting primacy, relative liquidity over PE/Real Estate and low relative yields are few other factorshttps://t.co/NRILMeMnim |
| 2019-06-12 | “Do GANs Dream of Fake Images?†#deepfake https://t.co/Ojpwv5cBTb |
| 2019-06-12 | Aladdin and information leakage from unexpected places https://t.co/xLuBU6p4Zo |
| 2019-06-12 | FT | Robin Wigglesworth on Credit markets structural changes in automation and algorithms for small tradeshttps://t.co/KHlRgbY7zk |
| 2019-06-12 | Analytics and Private Wealth report by BCGhttps://t.co/LbV8t8ECu9 https://t.co/r8yuvUYliz |
| 2019-06-12 | Slightly expanded thoughts on the subject of machine learning in finance:https://t.co/ogu01PNmC2 |
| 2019-06-12 | AQR on Machine Learning in Financehttps://t.co/TttnBefyyt https://t.co/1xtGaM5KhI |
| 2019-06-12 | Block chain inspired transparency around settlement process and market-driven SOFR fixings could improve liquidity that has been lost as a result of financial crisis and Volcker and Basel legal frameworks |
| 2019-06-12 | Good thought process outlined in @TABBGroup article (& report): Blockchain & smart contracts can be weaved into ISDA workflows programmatically w/ just minor tweaking. No reconciliation and secured market rates #SOFR are market structure improvements https://t.co/Ry2fGusgkt https://t.co/EcEbRqUs6J |
| 2019-06-11 | Optimized execution with an agent model that uses decision trees in a limit order book framework - #paperhttps://t.co/l80QrllfD8#lob #trading https://t.co/ZQt6sGKcku |
| 2019-06-11 | Mary Meeker’s fabled annual report on Internet - growth slowing, crypto barely mentioned, China asserting steady path to dominance in related company valuations https://t.co/MYdt8rhpqs |
| 2019-06-11 | Limit order books modeled by a multi-layer perception neural-net#lob #nn #ml https://t.co/qz4MxVJOtf https://t.co/u1CBF4TjLK |
| 2019-06-11 | #DeepFake Voices - paper and background article with voice sampleshttps://t.co/ok2klDYj3j https://t.co/jwdeCaq3b2 |
| 2019-06-11 | Market map of #crypto via@puntium of @ElectricCapitalhttps://t.co/Rb6WsaRl7L https://t.co/VjtONs8USa |
| 2019-06-11 | Startup idea-generating heuristics… https://t.co/156gKR1aPO |
| 2019-06-09 | A tale of when AWK and R was the best for to the problem at hand over more illustrious analytical infrastructure and patterns https://t.co/gHtzBF9U6j#rstats #bioinformatics |
| 2019-06-09 | Startups analyzed and simulated - by funding, global city, and across sectoral / industry diversity measures https://t.co/NzJdS3LmwA https://t.co/liJctkF1ok |
| 2019-06-08 | Can anyone quickly answer what is a Counterparty risk-free asset in tokenized form?https://t.co/SlZkiRSuFH https://t.co/ST3UQXjpbd |
| 2019-06-07 | Crypto Analytics - using SQL to traverse the blockchain by @duneanalytics https://t.co/P5zQA8Sbew https://t.co/llR45KYlZE |
| 2019-06-07 | Not an oxymoronSmart Beta Crypto… https://t.co/qpFUkOVWZa |
| 2019-06-07 | Anomaly detection in time series with Prophet and Python https://t.co/GsnZmKDsU6 |
| 2019-06-06 | Private equity needs to become a liquid asset class and part of the rationale is that new research throws a curve ball at conventional wisdom that private equity funds will continue to deliver value past year 10.https://t.co/PCoWvZLxky |
| 2019-06-06 | Enigma is now classifying tabular data using natural-language processing (NLP) techniques but leveraging high-occurrences to improve classification accuracy.#altdata #machine-learning #ml https://t.co/Y9AXXdVriQ |
| 2019-06-06 | Kedro, an open-source machine learning and analytics pipeline tool just released by Mckinseyhttps://t.co/Qbtf5Glf6A |
| 2019-06-05 | Impact of ETFs on Bond Liquidity htps://www.bloomberg.com/amp/news/articles/2019-06-05/bofa-jane-street-say-rise-of-etfs-is-improving-the-bond-market |
| 2019-06-05 | 57 hot startups as per a coterie of VC perspectives https://t.co/jy5TfGS3O0 |
| 2019-06-05 | Liquidnet buys @prattledata for machine learning based trading insights https://t.co/6zjV5VrqTg“Prattle applies natural language processing on central banks’ communications in order to extract macro level sentiment scores on countries, industries and sectors worldwide” |
| 2019-06-05 | Cisco open sources Mindmeld: A Conversational Platform for Deep-Domain Voice Chatbots. https://t.co/Lz1Y3QHaZx |
| 2019-06-05 | Watch the devices that watch you at home…Princeton IoT Inspector, a open-source tool that lets you inspect IoT traffic in your home network right from the browser. https://t.co/BDtQeH3wCO |
| 2019-06-05 | Crypto market impact / implicit transaction costs and risk #TCA article https://t.co/mVOllSTOsy |
| 2019-06-04 | @CJ_Hernandez2 @jpmorgan Lol - what is old is new again?! |
| 2019-06-04 | RFQs, Block indications and Alerts are ostensibly what institutional equity Bots are for…https://t.co/HAWHteV82q |
| 2019-06-03 | Time Series Neural models made with Python and GluonTS magic courtesy of Amazon (and Apache)https://t.co/C6YXv5AX47 |
| 2019-06-02 | Hmmmhttps://t.co/hYwqnDW56k |
| 2019-06-02 | HBR on strategy for dealing with the battle between the tyranny of the immediate vs the truly important - https://t.co/xipf0ZvJCu |
| 2019-06-02 | Momentum investing using R blog post by @jkregensteinhttps://t.co/a5wNJi3QkV |
| 2019-06-01 | @mikeharrisNY Agree it’s an academic survey with all the points you mention, no transaction costs and only a sliver of model choices. Still useful to non-practitioners as an intro to the research around the subject. I hesitated a tiny bit when I posted but that was the reason I posted. |
| 2019-06-01 | Survey of machine learning and econometric techniques applied to stock price prediction#ml paperhttps://t.co/uGFp6lClDY https://t.co/RVJ50n1vmN |
| 2019-06-01 | @catamilho Lol - you must have been peeking at this article which claims proof-of-provenance food supply chains (eg gluten-free) is a natural blockchain benefit. :)https://t.co/hjMeh0uRM4 |
| 2019-06-01 | DeepFake vs Blockchain?! Article in WIRED https://t.co/azJfhZjsBw |
| 2019-05-30 | Python code for simple equities micro-execution oriented #TCA - slippage benchmarking, passive vs aggressive execution, 3-minute reversion…https://t.co/EaHEWuH6JM |
| 2019-05-30 | More on related crypto development tools in WSJhttps://t.co/pIQzKE1Mhs https://t.co/8TkasRhP0h |
| 2019-05-30 | When data and their workflows are the (crypto) currency between counterparts…#CRM #Blockchain https://t.co/OqY2NyQhMc |
| 2019-05-29 | STOs and accelerating Innovation… https://t.co/t8JUj88bIA |
| 2019-05-29 | Bitcoin ownership segmentation analysis https://t.co/ud1OfRYcOu https://t.co/MGAM9qANL2 |
| 2019-05-28 | Neural Net applied to currency pairs - spot and futures - paper #lob #ml #DeepLearning #Koreahttps://t.co/qz4MxVJOtf https://t.co/mgfYMQXUgM |
| 2019-05-26 | Systematic risk factors for US Stock based portfolio selection via a GICS Ten-Factor model.https://t.co/AjOkDLB9sE |
| 2019-05-25 | Cross-security market impact #TCA paper for portfolio tradinghttps://t.co/sIyj1Ee3cp https://t.co/a61iVnaw8c |
| 2019-05-25 | Stylized facts of stocks at market open“the data collapses to a power law with small negative exponent for the majority of the stocks,… the spread is non-stationary during the whole trading day and closes slowly.â€https://t.co/pF1hBhUhmV#TCA https://t.co/mpKTctnuiT |
| 2019-05-25 | Corporate bonds - stylized facts and implicit transaction cost estimates #TCA paperhttps://t.co/CmRVPx7gKZ https://t.co/yUhD922OHB |
| 2019-05-25 | Many open questions remain in #TCAhttps://t.co/QH9IfHYsyW https://t.co/YlDW5wX3px |
| 2019-05-25 | TCA paper“price changes are mainly driven by the aggregate (net) order flow imbalance rather than the ’impact’ of trades and that, once conditioned on trade duration, trade size has very little explanatory power for price changes during executionâ€https://t.co/rHwx7GgMQ0 https://t.co/IScyClyYty |
| 2019-05-23 | What is real anymore?#DeepFake masterpieceshttps://t.co/aUvkZunAVD |
| 2019-05-23 | #QuantMinds2019 presentation on Deep Analytics https://t.co/Xlji8CHVLE |
| 2019-05-22 | Paper on positive impact of growing passive flows on availability of lending shares, lending fees and cross-correlation with negative returns/skewshttps://t.co/DzSO4xlPMh |
| 2019-05-22 | HmmmI will take the Over (O/U) for sure…It’s not just automationIt’s also the confluence ofML in chat bots & investment Dominance of passiveVolcker & other reg frameworksAndCrypto & Fintech innovationshttps://t.co/HF4KrJKrBp https://t.co/PE9y4lXIIM |
| 2019-05-22 | Collection of papers on BigData, FinTech and Blockchainhttps://t.co/Ai07wFq5Oy https://t.co/RlAKE3pWOL |
| 2019-05-21 | New patent for an Algorithmic kill switch relies on entropy to discern abnormal trades #IShttps://t.co/BsC73Ip1iu https://t.co/R5sChCRIJV |
| 2019-05-20 | Mean-field Monday https://t.co/lcAAmoUsRhOptimized multi-asset trading with linear transaction costs #TCA Paper |
| 2019-05-20 | Over-engineering team design when integrating data scientists is a thing. Data Engineers are not just ‘ETL’ and Data Scientists are not just Model, Validate, Next… https://t.co/YfhiLgnnTj |
| 2019-05-18 | @KnickFilmSchool Rp |
| 2019-05-16 | SPTAG: A library for fast approximate nearest neighbor search algorithm. Microsoft open sources SPTAG: SPTAG: A library for fast approximate nearest neighbor searchhttps://t.co/oObKjbXWWz https://t.co/l6qpE2ZxCo |
| 2019-05-16 | Intraday Trading - stylized facts and dynamics #TCA paperhttps://t.co/QJmMfDTfWT https://t.co/mQPSB9Xeaf |
| 2019-05-16 | Order imbalance volatility and the relationship between liquidity, volatility and stock spreads#lob https://t.co/2Qdd7S8kw1 https://t.co/iioDSBj4c1 |
| 2019-05-15 | Powerful story on the power of hidden teams in HBR https://t.co/nzic5Pszv9 |
| 2019-05-13 | Using natural language generation to classify market movements - conceptual framework articlehttps://t.co/eb9Az6hNzVRelated ResNet source:https://t.co/MtVrJVldfGPaper on ResNet algorithmhttps://t.co/8YIKI3pIeh#nlp #nlg #ml #BrownianBridge https://t.co/J9HKd5hmyH |
| 2019-05-13 | Data Science online #ebook now available under Creative Commons license #rstats #python https://t.co/3zrDS5V3T0 https://t.co/v4x2SH7zbW |
| 2019-05-13 | @OpenSourceQuant Thanks for attaching the link - and yes, very similar to I* model, but interestingly has another contemporaneous term incorporating intraday volatility and current market volume. |
| 2019-05-13 | Tilt, Turnover and Turnover Concentration as implicit contributors to transaction costs for ETFs#TCA https://t.co/2JsAFEvvQ9 |
| 2019-05-13 | WorldQuant #TCA model https://t.co/tNUlGn9hWW https://t.co/ugkCXDFqMC |
| 2019-05-13 | Bayesian #TCA model applied to broker algorithmic execution rankinghttps://t.co/jyuuXOOwIN https://t.co/rdrnSpiAMY |
| 2019-05-13 | Bitcoin transaction cost model - simple formulaic approximation#TCA https://t.co/dP9VxkNHc5 https://t.co/XnIQ5Ok8OT |
| 2019-05-12 | Some details and drivers behind the new LTSE - Long Term Stock Exchange approval by the SEChttps://t.co/irMFMU6NRK |
| 2019-05-06 | “Goldman’s PSI team, which has invested $1.5 billion in 76 companies, has generated returns north of 25% for each of the last seven years. The unit, led by partner Darren Cohen, is 50% female and combines to speak 14 different languages."#FinTech $GShttps://t.co/OTWlcUFNqf |
| 2019-05-05 | AutoML article documents several key machine learning pipeline to prediction automation projects#ml #automl https://t.co/G51k0CzpVA |
| 2019-05-05 | Paper on the roughness or the anti-persistence of #Bitcoin volatility using the multifractal detrended fluctuation / #Hursthttps://t.co/59mq0ALW0D#Crypto https://t.co/DVTG5HxVP1 |
| 2019-05-03 | This paper utilizes a unique dataset of banking sector cross- holdings of securities to map exposures among banks and economic and financial sectors for contagion and other effects.https://t.co/cgEZmtdFpD#network #graph https://t.co/lKDPa1I3aH |
| 2019-05-03 | Article on ClimaCell, a startup using cell signals to generate accurate weather predictions https://t.co/LtFbTsNiJy#altdata |
| 2019-05-02 | $GS Chavez on importance of clarity of government regulations as precursor to Goldman starting crypto trading and custody businesses (beyond trading Bitcoin Futures and use of blockchain inspired technologies) https://t.co/BGTM0byCk7 |
| 2019-05-01 | Crypto startup TokenSets and their censorship-resistant algorithmically-adjusted derivative and structured products protocol dubbed SETS…https://t.co/3DJigwflqC |
| 2019-05-01 | Crypto custody service partnership Bakkt and BNY Mellon https://t.co/IrLaokyTca |
| 2019-05-01 | Cryptocurrencies - paper co-authored by Campbell R. Harveyhttps://t.co/RwoKjg4iJK https://t.co/LqfOCOtX3Y |
| 2019-05-01 | Competition and high frequency trading impact on market quality - paperhttps://t.co/mDx305qNU4 |
| 2019-04-30 | Visualizing decision trees in Machine Learning - dtreeviz python libraryhttps://t.co/5qaudp4MDG https://t.co/YeNu4KQVTW |
| 2019-04-29 | Stylized facts for corporates and their stock markets - short-termism, adaptive behaviors, market dynamics, market capitalizations, stability, feedback loops and other integral factors explored in this paperhttps://t.co/CXxZyoLVx4 https://t.co/WhiUqRlX5l |
| 2019-04-28 | AI & Humans“Maybe I can try and formulate an equation to explain what’s happening. And the equation is: B times C times D equals HH, which means biological knowledge multiplied by computing power, multiplied by data equals the ability to hack humans." https://t.co/vgNnF9slvv |
| 2019-04-28 | Population maps and extrapolations using a mixture of machine learning techniques, labeling, and high-resolution satellite imagery at 30 meter radius by $FB and #CIESINhttps://t.co/PkUAS5wDvV#AltData: https://t.co/IXZRYlpfw3A humanitarian use-case:https://t.co/RqUVs9kFFl https://t.co/U6vUBtAcuJ |
| 2019-04-28 | Orwellian or just #AltData?https://t.co/hmAiSYMquJ https://t.co/EzckHf1D7q |
| 2019-04-27 | $FB and memory-efficient hash tables dubbed F14 https://t.co/7GTbAbYhYb |
| 2019-04-26 | The #math behind bootrapping discount factor and zero curves and market interpolation methods for the uninitiated all discussed in this short paperhttps://t.co/o1oQY6Hm1U |
| 2019-04-26 | $MMMWhen you • know • you are “falling behind the curve”, you risk all - 8 Sigma stock moves (12.95%) are not Black Swans, but predictable outcomes - earnings only validate that narrative. A mean-reversion re-reaction aside does not diminish the pointhttps://t.co/kOxzkSubme https://t.co/jOgZYnUNd6 |
| 2019-04-26 | Panel of market participants opines on #AltData relevance to buy-side but data accessibility is a fraction of #datascience work to clean, extract features, insights and software engineering to systematically integrate into an investment & trading processhttps://t.co/KyC2izvr7x |
| 2019-04-26 | HmmmIs near-term AI relegated to just condensing and filtering information for traders?@#!https://t.co/tR5KDhwnuR |
| 2019-04-26 | #TCA Multi-broker Multi-asset Multiplicity-of-BenchmarksMachine-LearningModel-EnvyMiFID-compliantMatters less?!@#https://t.co/e6aMwREA3G |
| 2019-04-25 | Not that they wouldn’t eventually figure out our tech anyway… https://t.co/5JuREJ6l9b |
| 2019-04-25 | When AI authors #FakeNewshttps://t.co/6n0FHN60SB |
| 2019-04-25 | Usher in bond securities tokens #STO #Cryptohttps://t.co/HcO4kQsPqd |
| 2019-04-25 | Apparently, we are less different from our silicon AI counterparts than we think…https://t.co/nfQAfs2jrE |
| 2019-04-24 | Unstructured data is the last frontier of #AltData for hedge funds and other investment professionals… https://t.co/vKpO8vcmB2 |
| 2019-04-23 | When dark pool bans are in effect, that only means that orders migrate to dark orders on lit venues or quasi-dark venues. This paper explores the effects on market quality and structure #MiFIDII#TCA#LOBhttps://t.co/e9XpRRNhzL https://t.co/J5ZCXUafI9 |
| 2019-04-23 | Tuesdays are for Time-SeriesTime-series deep learning and reduction of dimensionality using a new logistic Bag-of-Features modelInline:https://t.co/awtI8DZVXsPDF:https://t.co/Bq42tW8e3Q https://t.co/AL6pmDQ0CZ |
| 2019-04-23 | How Data Science augments intuition in the NFL Draft… https://t.co/P4vBGFYGXp |
| 2019-04-22 | Sigmoids + neural nets can approximate most functions…https://t.co/6eKkabRkKw |
| 2019-04-21 | Empirical paper compares a variety of machine learning #ml and deep learning approaches to predict stock prices / returns factoring transaction costs https://t.co/tS5Jd4ODE9 https://t.co/ajxi4qGCKm |
| 2019-04-20 | Yes, Security Token Networks do need network effects as Jesus Rodriguez opines…STOs for Real-Estate are particularly vexed because control is a key benefit of ownership and that is a key drawback of STO ownership. Other benefits are needed… #STO https://t.co/HAtoxAroop |
| 2019-04-20 | Ode to Facebook Scientists and theirRandomly Wired Neural Networks…#ml https://t.co/JbpN4OlArp |
| 2019-04-19 | Good FT article by @RobinWigg surveys quant and machine-learning players in Private Equityhttps://t.co/Qy52qgLtaX |
| 2019-04-18 | A Securities Token Deal for real-estate has collapsed - #sto details:https://t.co/tJOyaaWG9E |
| 2019-04-18 | ETH Crypto data courtesy of a service linked to Google’s BigQuery https://t.co/MCBorDnkFO |
| 2019-04-18 | The world is a circle, goes around the sun in near circles and visualization in circles can be useful and fun in RCircular Visualization in R #rstats #ebook https://t.co/lOuhBu9S6BAnd code:https://t.co/EmH3Jtq3CS https://t.co/fYHe3nSLfP |
| 2019-04-18 | Good morning read:There are many reasons why econometrics fail to work in finance (eg p-hacking, machine-learning-disentanglement) - this short, non-quantitative presentation by AQR’s Marcos Lopez de Prado highlights why…https://t.co/QDiMjVasde https://t.co/o3MQkmbdP0 |
| 2019-04-18 | WIRED article outlines how mathematicians have discovered the fastest way to multiply large numbers…https://t.co/BTGe10tHOY| …But, there yet may be another, even faster way…https://t.co/Efn9QdTt26#math https://t.co/NwsinL8MWa |
| 2019-04-16 | #DEX represents the future for digital assets but linked market microstructures that are easily gamed (eg undercutting, timebaited)as @phildaian highlights in his paper https://t.co/sweFvgQ5LIand Matt Levine simplifies and expandshttps://t.co/43sXQQRO7wslows that momentum |
| 2019-04-16 | Inverse Gamma Distributions, uncertainty around a handful of projects and a statistical explanation of why large software programs are often mis-estimated… https://t.co/47evUm4pDN |
| 2019-04-16 | Collection of Jupyter notebooks featuring natural language processing #NLP and semantic classification in #Python and #PyTorch https://t.co/awmC6uC5kD |
| 2019-04-16 | Invesco analysis of factor strategy performance across market cycleshttps://t.co/VaqitXDH84 https://t.co/VafBGR30j7 |
| 2019-04-16 | Endowments are far more aggressive in crypto / digital asset allocationshttps://t.co/BWlvRNIzEb https://t.co/xrUlf8J7HW |
| 2019-04-15 | Excellent interactive #dataviz and profound coverage of profound #dataethics and #legal challenges in this NYT deep dive into Google’s Sensorvault technology to respond to #geofence warrantshttps://t.co/1xMYJuvAmw |
| 2019-04-14 | Recent spurt of Mega PE/M&A FinTech deals profiledhttps://t.co/qaz2IS8gIk |
| 2019-04-13 | Dark Data is data that analytics are not being generated for…“According to reports, 7.5 sextillion gigabytes of data is generated worldwide every single day where 6.75 Septillion megabytes of data goes as dark data."https://t.co/X4v9hLwv7p |
| 2019-04-13 | Client profiling has quickly become incredibly aware of our past and future transactions, actions, biases and interests…https://t.co/IgzKmccHq2#profiling #altdata https://t.co/4eEvpOPlhI |
| 2019-04-12 | Deloitte note on the challenges and benefits of using external data to drive actionable #Analytics https://t.co/KMri2QVMOc https://t.co/Vt1npMnMKJ |
| 2019-04-12 | Blockstack PBC recently announced that its subsidiary, Blockstack Token LLC filed with the SEC to raise \(50 million token offering via the regulatory body’s Regulation A+ Framework.</br></br>Stacks (\)STX)https://t.co/7c5kOyBBFLHarvard invested $5M+https://t.co/z3KjtBm4PQ#crypto |
| 2019-04-12 | Estimating and monetizing momentum trends by using various deep learning methods - paperhttps://t.co/W8z2RgWtmf https://t.co/bT9J5Zk3uK |
| 2019-04-12 | HBR on using data science to value emotional connectedness https://t.co/tKEOTSaHjY#affectivecomputing https://t.co/fBHYYoTxa6 |
| 2019-04-12 | @mikeharrisNY @n0x00 Exactly! Lol! |
| 2019-04-12 | Hmmm. Securitization and Tokenization of People-futures?Career Spread contracts?!Income Term structure bets?!Index options on quantum computing income?!Convertible structures?!What is new is old again…#predictionmarkets #markets https://t.co/1MsJScxWED |
| 2019-04-12 | Paper on building a futures prediction market for software bugs:https://t.co/Y6m3jNkCx7Source code:https://t.co/Y6m3jNkCx7 https://t.co/nbmYjqk56z |
| 2019-04-12 | @ThemisSal Hope so too. Otherwise, we will need to rely on Solar powered, Alpha-Go inspired, semi-sentient Elon Musk creations to save humanity from extinction. https://t.co/bCduAwNnKo |
| 2019-04-10 | Oh no! And so it begins!https://t.co/E3wvSmpOp2 https://t.co/A9StfBX42k |
| 2019-04-10 | Using Mathematics to Repair a Masterpiece | And C++ source code and executableshttps://t.co/yJehMxTJMs https://t.co/P8hA2pygZe |
| 2019-04-10 | Three-part tutorial on fuzzy time series, interval and probabilistic predictions.Coded using pyFTS by @petroniosilva and hosted in Google Colabs https://t.co/lNB8iK1Ua0https://t.co/4C2ZDHknk8https://t.co/NBILN83QyShttps://t.co/d1Ze3jZqIG |
| 2019-04-09 | Erisology and the Zeitgeist of our times:Arguments, Discussions and Debates are very different now in the age of Twitter and DeepFakeshttps://t.co/JNjFiRueMI |
| 2019-04-09 | Bayesian #TCA regression model calibrated to broker benchmark algorithms calibrated against Bloomberg’s captured EMSX orders and fillshttps://t.co/jyuuXOOwIN https://t.co/JGmTviaNI5 |
| 2019-04-09 | 10 use cases of blockchain by central bankshttps://t.co/76Gr778RDL https://t.co/Vg3TeEH9wU |
| 2019-04-09 | A new market for private equity fund secondary sales for private investors backed by Blackrock and NASDAQ to bring liquidity, standardized contracts and an auction markethttps://t.co/8DEp2U6Y1C |
| 2019-04-09 | Goldman analysts opine on a world without stock buybacks: impact on stock prices, EPS, forward multiples and volatility https://t.co/OTKreC4lwO |
| 2019-04-09 | Predicting intra-day volume of liquid and illiquid stocks using an ensemble of simple methods but calibrated using new asymmetric error metrics #vwap https://t.co/PJ3VpMNtc8 https://t.co/COh97dt1Ma |
| 2019-04-09 | Mathematics of Computation ebookhttps://t.co/a4o18cC7qb https://t.co/TLFogxTFFb |
| 2019-04-07 | An interactive introduction to Fourier Transforms for the uninitiated #frequencydomain #fft https://t.co/0nzXIcITBH |
| 2019-04-07 | Multi-scale fracticality and super-chaoticness based methods to modeling Bitcoin - paper#Hurst #Spectral #Crypto paperhttps://t.co/vJyj2A2mzN https://t.co/4BIZg3wTzC |
| 2019-04-07 | 51 page report on how Facebook obtains and shares data with app providers on people - even without a $FB accounthttps://t.co/2dhbZeEH8b https://t.co/AdTQDaYTmg |
| 2019-04-07 | Order and Trade #flow imbalances in limit order books of Bitcoin (and other cryptocurrencies) is the subject of this paper - #lob and associated Python source codehttps://t.co/6coQiCmIZh https://t.co/WyRz5S8ihZ |
| 2019-04-07 | Easy anomaly detection in R#rstats #timeserieshttps://t.co/xXHh1rpNo7 https://t.co/RVnwFOsMgs |
| 2019-04-06 | An insightful article by @RobertIati on @TabbFORUM on AltData for PE Firms underscores pricing and accessibility dynamicshttps://t.co/OpSW5kzBpN https://t.co/lYEuaAzf0y |
| 2019-04-06 | And the R Shiny #rstats winner was this excellent data visualization toolShiny App:https://t.co/FinSzM6P7kSource:https://t.co/mysJcXtrhp https://t.co/WcNFYDmmX8 |
| 2019-04-06 | A personal geo-quantification of Uber using R and Shiny, posted as a Shiny contest entry like others in this threadShiny App:https://t.co/l0R6EW1Vtq#rstats Source:https://t.co/ZDE64lYU6L https://t.co/rmAEdPGtt5 |
| 2019-04-06 | Another real-estate oriented R Shiny contest submissionShiny App: https://t.co/iDSe9tSmL4Cloud:https://t.co/WDaE7DqN7WSource:https://t.co/QJg0dmanpm https://t.co/NuZzmRn7FQ |
| 2019-04-06 | R and Shiny based demonstration of analytics of NYC real estate, crime, school quality, and other relevant cross-sections and featureshttps://t.co/KoeEiDBRXqSubmission to R/Shiny Contesthttps://t.co/wF1bR3Tdzw https://t.co/kCfacC3hHn |
| 2019-04-06 | Excellent R & Shiny based Stock Portfolio demonstration of analyzing stock returns - cumulatively, by calendar, and across accounts. #rstats Shiny App:https://t.co/bz8SQewGUtSource:https://t.co/qoMvQDKlafPackages:Highcharter, Argon, PerformanceAnalytics and Tidyverse https://t.co/a5DGhwxFyQ |
| 2019-04-05 | Ray Dalio’s new reformation of capitalism essay here: https://t.co/otMIg88h1G |
| 2019-04-04 | EconML is a Microsoft Research project that blends econometrics and machine learning and is part of ALICE (Automated Learning and Intelligence for Causation and Economics)Notebooks:https://t.co/apztO6dCYqhttps://t.co/c8JEAYWix2Github:https://t.co/f0LkVm8QGm |
| 2019-04-03 | Amazon’s Topical Chat data set consists of more than 210,000 utterances or over 4,100,000 words#Altdata #Voice https://t.co/fpDzguysmN |
| 2019-04-03 | 17 Algorithmic Crypto Trading Funds have opened since September https://t.co/Wwo2LXf4GAhttps://t.co/ktnOQIjsZ1 https://t.co/9GA57X4tH1 |
| 2019-04-03 | New SEC guidance on STOs / Digital Assets https://t.co/aEPRvlws8L |
| 2019-04-03 | DB research report on European Bankinghttps://t.co/pSGvKXR3yS…_and_why_it_matters.PDF https://t.co/bbBGLi25Bg |
| 2019-04-03 | Stylized facts of Bitcoin limit order books#lob paperhttps://t.co/mrBsFi8ZnJ https://t.co/KlYJVjZ1tZ |
| 2019-04-03 | Herding and Smart Beta consequences - paper surveys recent researchhttps://t.co/mrBsFi8ZnJ#factor |
| 2019-04-03 | “Andreessen Horowitz — whose agency-like model has been widely replicated by other big venture firms — is re-shaping venture capital a second time. It’s doing this, says Forbes, by turning itself into a registered investment advisor."#VC #Cryptohttps://t.co/0sLLErwM50 |
| 2019-04-02 | Coin Metrics raises $1.9M to deliver Crypto Data to institutional players#AltData #FinTech https://t.co/A8lIG6Ceza |
| 2019-04-02 | Experiments in Hacking $TSLA Autopilothttps://t.co/14l69Prr6b https://t.co/lVNBK5oOOj |
| 2019-04-02 | Cyberpunks and ‘Empyrean feats of coderly productivity’ featured in NYT book review of CODERShttps://t.co/RIAWYpoAKh |
| 2019-04-02 | Many Math based solutions to Gerrymandering?Background:https://t.co/9Dm4CnSZbbDeclination based solution:https://t.co/Ikw0ExLrhILattice solution:https://t.co/WO6MYSZd4M https://t.co/dhJJqmK4nf |
| 2019-04-02 | SciFi aficionados - the Hugo Awards are out.https://t.co/fujqCAxVzx |
| 2019-04-02 | Alternative InvestmentsReport by Preqinhttps://t.co/wyzXkA81yp https://t.co/bYXpBGCVJR |
| 2019-04-02 | $GS apparently prepping to launch a new subscription-based ‘Data and Analytics’ as a Service Businesshttps://t.co/xdsGDIdoO9 |
| 2019-04-01 | New machine learning algorithm improves destination frequency of streaming events using hashes#CSAIL #ml #timeseriesPaper:https://t.co/NXZBkWVCXIArticle:https://t.co/Iz93X0Ijfo |
| 2019-04-01 | https://t.co/LZMvb0kick on my Crypto Biases Quantified: https://t.co/agE66bdmOa |
| 2019-04-01 | Crypto and Firefox extension and related Javascript source code to identify bias in tweets from influential crypto pundits as determined by https://t.co/lfs38cWARqSource:https://t.co/ACZMBCET0u#FAKE #Twitter https://t.co/DCbIbOx9JH |
| 2019-04-01 | CAT: Consolidated Audit Trail - CAT help desk is now live, regulatory deadlines are looming, but the system rollout is almost 9 years in-the-making and nowhere in sight…An #EPIC #FAIL https://t.co/XHWenkXTv7https://t.co/96vPUv0iSEhttps://t.co/OpLNzSs4aj |
| 2019-03-31 | Hmmm, a new Intel-specific emerging #CyberSecurity vulnerabilityhttps://t.co/hnd7qW1pjuVISA: The Undocumented Security Problem https://t.co/e3uM4QNm9w |
| 2019-03-31 | 100+ Projects Pioneering Decentralized Finance#DeFi https://t.co/QcJoreOpM4 |
| 2019-03-30 | Job posting trends suggest JPMorgan is actively developing Blockchain based products at a greater rate than other investment banks. https://t.co/eC4hPs21mV |
| 2019-03-29 | Outline of Coinbase’s Crypto Custody solution https://t.co/d93Q4OEV6H |
| 2019-03-29 | Kensho // AI // Index articlehttps://t.co/zCZJhiUxwU |
| 2019-03-29 | Machine learning, feature importance, and predicting cryptocurrency prices paper #crypto #ml https://t.co/RLhvGYxBp2 https://t.co/rrvUI9Tive |
| 2019-03-29 | Article on institutional tax-avoidance via so-called “Heartbeat Trades” in ETFs… https://t.co/yqolh0ZNCe |
| 2019-03-29 | Scalp-price derived from share execution #flow is more important than trading volume posits the author of this paper - includes embedded code snippets in Javahttps://t.co/tx4sxTXFxv |
| 2019-03-29 | Startup Reg D filing timing patterns - now or later? https://t.co/UYlfJFxIv8 |
| 2019-03-29 | Basel and Volcker constraints have also shifted liquidity primarily to buy-side hedgers, but will the current raft of p2p electronic market structure innovations be sufficient to replace erstwhile risk-taking intermediaries across all market regimes?https://t.co/I5uZej5il2 |
| 2019-03-29 | “Twitter is tacitly endorsing a commercial platform that subverts democratic discourse and collapses the distinction between legitimate and illegitimate forms of debate." https://t.co/ULHSwMiIs3 |
| 2019-03-29 | Carta is a brilliantly positioned FinTech for private equity shares. The primary strategic question for me is how prepared they are for the disruptive potential of STOs and precision finance?https://t.co/YXWVaXHhBQ |
| 2019-03-29 | @crigatuso @wearehuman_io @nviso @skybiometry @CrowdEmotion #Affective Computing paper includes components for integrating face detection, recognition & tracking and expression analysis, pose estimation, voice activity detection, speech recognition, & sentiment.https://t.co/2SCMdbjnra.NET source code:https://t.co/RWBYMwTvHu https://t.co/WYB1tQqq9v |
| 2019-03-28 | Predicting major economic inflection points is hard, predicting away from the crowd is even harder… https://t.co/Up1B2lVnrj https://t.co/VU8pgh3teh |
| 2019-03-27 | Deep Dive into the Battle for AI Supremacy within Google#deepmind #artfificialgeneralintelligence #ai https://t.co/uVYO6FZKHk |
| 2019-03-27 | Politics and Pairs TradingPaper posits a new political risk based model and tests with macro cross-market pairs-based trades Model disentangles economic policy, foreign investor sentiment from political riskhttps://t.co/sRZcvqr085 https://t.co/2f7lrLFyp4 |
| 2019-03-26 | On Market Data Growth“Most of the [increased] spending has come from users needing risk and compliance tools, as well as pricing, reference and valuation products to cope with the increased volatility…” | in FThttps://t.co/x3WPzbygwD |
| 2019-03-26 | Transaction costs of factor strategies are typically higher and with more dimensionality than are modeled by #TCA models - paper:https://t.co/CuFdNUvLOc https://t.co/IZpoD69dbo |
| 2019-03-26 | FT on why, despite Brexit, it is a stellar time for European startups https://t.co/YSckMBWpzO https://t.co/RrJvwHP8Wn |
| 2019-03-26 | Original FT Link>> https://t.co/7m8X1UVh0P |
| 2019-03-26 | Robin Wigglesworth dive into Data, Quantum, Factor/ML Quant Hedge Fund D.E. Shaw in FThttps://t.co/9xi6p5Bkaj https://t.co/S57jpMkzxV |
| 2019-03-26 | Dissertation on high-frequency-Trading #hft and effects on market quality, structure and participants in a multi-dimensional frameworkhttps://t.co/uGUgq01s1K https://t.co/ik5wkXHlwf |
| 2019-03-26 | Bookings paper on regulating crypto assetshttps://t.co/hb2J9CmJrH https://t.co/1v9R8NhSB9 |
| 2019-03-25 | Monday Math:Equation-less pithy prose props this highy-accessible article which explains why 800 scientists say it’s time to abandon current approach to valuing p-values and “statistical significance” https://t.co/J8pIJT9I2NVia @voxdotcom https://t.co/lFHQIagFZj |
| 2019-03-24 | BCG on Investor perspectives on Blockchain and Portfolio composition#cryptos https://t.co/YHjO3GxFt3 |
| 2019-03-24 | McKinsey on Private Marketshttps://t.co/RjQxLjS0zb https://t.co/P0WW4ig682 |
| 2019-03-24 | Python #Scattertext and natural language processing and data visualization of political text#NLP #dataviz https://t.co/NFSGab1ZGr https://t.co/HHcD07E0vN |
| 2019-03-24 | 10 R Features #rstats https://t.co/2eCt48d8Et |
| 2019-03-24 | Deep Dreams and interpreting machine learning article in WIREDhttps://t.co/5aVkxulACr |
| 2019-03-24 | Natural Language Processing using Python code leveraging LDA (short for Latent Dirichlet Allocation)#NLP #LDAhttps://t.co/Es4ORhm8rDPython Jupyter notebook code:https://t.co/ro5I7bMYgY https://t.co/fJb6xCp3zt |
| 2019-03-24 | Blackrock is buying eFront for $1.3 Billion from Bridgepoint to expand into alternatives, private equity and real estate analytics for clients, analyze their performance and comply, fundraise, monitor and collect data on their portfolioshttps://t.co/YTRGvDPVYE |
| 2019-03-24 | In particular, exhibits 6 and 7 documents the importance of analytics and data vendors to industry growthhttps://t.co/YmzxjtPMtB#analytics https://t.co/sN9Qru5lEi |
| 2019-03-24 | Excellent BCG report documents the impact of changing business models and growth of financial and FinTech services industry growth.https://t.co/YmzxjtPMtB#fintech #digitization #capitalmarkets https://t.co/94B2we80wM |
| 2019-03-23 | Perspectives and research on impact of new JPMorgan Coin in financial services#crypto #b2b #b2c #payments #fintech Bloomberg Overview:https://t.co/L8iPLL8oWVBinance Research:https://t.co/ZAQ13gF83o https://t.co/cOjxFbUx03 |
| 2019-03-23 | Paper models and optimizes high-frequency limit order book market making under a weakly-consistent framework that supports jumps and arbitrary volume distributionshttps://t.co/ywAdUamgru#amm #lob https://t.co/30SKPZGoQI |
| 2019-03-22 | Fake Twitter Bots Analysishttps://t.co/NzrtgLRR3h https://t.co/KV91HSqXXR |
| 2019-03-21 | DexIndex | DEX Arbitrage Viewer #crypto https://t.co/sUZtFRHQX9 |
| 2019-03-20 | Definitely part of the #Knicks problem - Knicks are a function of (#NotEnoughTalent, #NotEnoughAnalytics)#NBA #Analyticshttps://t.co/dJt0GtueFb |
| 2019-03-20 | Non-extensive statistical mechanics applied to stock triplets#econophysics #paper https://t.co/d3AKdZ7HQu https://t.co/KltEmWPh2A |
| 2019-03-20 | An ocean of unicorns…”…But, what was once impossible (a $1b acquisition) and then rare is now becoming routine.Good times to be a break-out winner in SaaS." https://t.co/3KbF3lSf4m https://t.co/kQXMRsND2p |
| 2019-03-20 | Generating Data and Synthetic Classification using Python and Scikit#ml https://t.co/qO3GI2VeFq |
| 2019-03-19 | Keeping buy-side information private and secure is a challenge and has been a concern for much longer than this article indicates…#buyside #cybersecurity #vmo #trading #infoleakagehttps://t.co/fuwf33hqgi |
| 2019-03-19 | Cointelation, Responsible VaR, modified Heston exemplars to mitigate the failure of traditional financial engineering in a new world order of financial markets big data - new dissertation https://t.co/RYixoue4zJ https://t.co/wdBoWLDJ6W |
| 2019-03-19 | David Easley†Maureen O’Hara‡ co-authored market microstructure of cryptocurrency fee structure paper https://t.co/jTAb9KcNkW |
| 2019-03-18 | Essential Statistics with Python and R #rstats ebookhttps://t.co/JPsi1TFC6f https://t.co/Wy5MEHA37Q |
| 2019-03-18 | Microservices Architecture ebookhttps://t.co/Yc71tTBgD5 https://t.co/sAPZsO2Epj |
| 2019-03-18 | Forbes on evolution of Decentralized Exchanges in 2019#DEX #Crypto“As technology in the cryptocurrency sector continues to progress at its rapid pace, expect to see the race for the next-generation of platforms ramp up."https://t.co/u32RpjWFNL |
| 2019-03-17 | Dissertation on adaptive trading algorithms using adaptive elastic nets, FPGAs, and novel form of regularization in regressions https://t.co/9xuZyvyPiE https://t.co/nm3ha3uRzR |
| 2019-03-17 | Ecological agent based models to model disparate actors in the financial system vs traditional long-only / hedge fund classification https://t.co/O2T2SP1uyL |
| 2019-03-16 | @SethAbramson @kathieallenmd Vve |
| 2019-03-16 | Tokenized Data#STO https://t.co/FO0lBYhZwK |
| 2019-03-16 | New Fast Hash Algorithm: XXH3 https://t.co/Vc6yeevs31 |
| 2019-03-15 | Blockchain Transparency Report - DecemberWhat are true liquidity levels when wash trading is so prevalent? https://t.co/T2N7n7UXMb |
| 2019-03-15 | Cross-Correlation of Currency Pairs In R (ccf)#rstats https://t.co/wTqjUlREsk |
| 2019-03-14 | Streaming Apps that are accelerating Alt Data https://t.co/UBPCk8favi |
| 2019-03-14 | Invesco gloomy outlook in FT: prediction of 1 in 3 asset manager consolidation / compressionhttps://t.co/qqj8viZW4D |
| 2019-03-14 | ‘Overall our study uncovers a complex and rich structure of interrelations where prices and sentiment influence each other both instantaneously and with lead-lag causal relations.’https://t.co/jWohRus3DL#crypto #sentiment https://t.co/bg7cgHodxw |
| 2019-03-12 | When does the New insuretech data gold rush begin?“life-insurance companies can, in principle, USD information gleaned from customers’ social-media posts and other “lifestyle indicators†when setting premiums."https://t.co/3MgHl6eokK |
| 2019-03-12 | Simple crypto statistical arbitrage strategy profiled based on a random forest model and lagged returns of 40 cryptocurrency pairs to determine which coin outperforms the cross-sectional median of all 40 coins over the subsequent 120 min. https://t.co/Q9pju00zIM https://t.co/r2muuFJZW6 |
| 2019-03-11 | @Noahpinion P |
| 2019-03-10 | Hierarchical Risk Parity implemented in Python - stability of multiple methods compared with monte carlo simulations https://t.co/08oVWl1dlahttps://t.co/mpbSDtkD84 |
| 2019-03-10 | Flint, Spark and Python base time series library open-sourced by 2Sigma optimized for panel and high frequency dataArticle: https://t.co/Sx98u1h48pGitHub:https://t.co/dUbDsqGlYf |
| 2019-03-10 | Learning lessons from 2Sigma in orchestrating various open source packages to build a metrics system https://t.co/8OKkhdzmDI |
| 2019-03-10 | Activation Atlas (Google Brain research) ‘Broadly speaking, we use a technique similar to the one in CNN codes, but instead of showing input data, we show feature visualizations of averaged activations.'Google Colabs Notebook:https://t.co/llK2fCIS57https://t.co/mbyO4cduCZ https://t.co/w5VL77Zfx1 |
| 2019-03-10 | …Risk Parity Optimality implementation writeup in R https://t.co/RXc5KMPZ0ZMore intuition on risk parity portfolios is provided in this short AQR paperhttps://t.co/dkQtuh6YOdSome of the key benefits & drawbacks discussed without any maths: https://t.co/WF2Mx2JUpl |
| 2019-03-10 | Here is a new package on Risk Parity Portfolios to equalize or distribute the risk contributions of the different assets, which is missing in simple mean-variance Markowitz portfolio optimization#R #Rstats https://t.co/2BS7hHvvNPhttps://t.co/3a2cOnGdMz https://t.co/Ekn26PZoOJ |
| 2019-03-10 | I have had 3 conversations in a week about Pairs trading - this short article is a bit dated, but still, a useful Pairs trading syllabus featuring examples in R and co-integration, of course, #rstats https://t.co/JD25XnHV4Q |
| 2019-03-10 | Pairs trading syllabus using a coterie of R examples - #rstats #cointegration https://t.co/JD25XnHV4Q |
| 2019-03-09 | @UncleRico77 Mijj |
| 2019-03-09 | The Evolution of MLB Scouting and Sabermetrics #MLB https://t.co/uXzqCBh0M3 |
| 2019-03-08 | Factor Friday would not be complete without a Journal of Portfolio Trading paper on Factor Momentum - serial correlation of 65 factors is apparently robust AND global with a Sharpe ~ .8https://t.co/3nBYe27HUI https://t.co/w3XSEPY1mP |
| 2019-03-07 | Economist on climate change economic impact https://t.co/oGY12fBbkmAlong with linked 1500+ page research summaryhttps://t.co/njAFTeVV1b |
| 2019-03-06 | Bond liquidity migration and new market dynamics - good overview https://t.co/4p9H8mAAuZ |
| 2019-03-06 | Autofeat - Python library to automate feature engineering is described in this short #ml paper:https://t.co/Te2MHNxG1zSource and example Jupyter notebook:https://t.co/tsYWPGV6si https://t.co/5pAmDaeQtc |
| 2019-03-06 | Apparently it will not be long before computers will mimic our best writers and extend or surpass their literary feats while fooling critics and sleuths alikeArticle:https://t.co/uAhb2FN5OzPaper:https://t.co/P1hpZTHEXLSource code:https://t.co/jq1PBt5QGC#NLP #narrative |
| 2019-03-06 | Interpretable Machine Learning ebook #rstats https://t.co/IAIOLoeRxKhttps://t.co/UMcqaJBjCr https://t.co/aaKlW3HzIa |
| 2019-03-06 | Stock options of PRE-IPO startups are evaluated with this calculatorhttps://t.co/ETfjbcolck |
| 2019-03-05 | Interesting short video discusses mega-trends involving regimes of Fast to Flat to Deep to Psychic to Genomic, each successively enabling the next regime.https://t.co/3qlhST79XJ |
| 2019-03-05 | There are declarative grammars for Web Pages (eg CSS) and Charts (eg Vega) but Analytics has a new DSL. But, IMHO an Analytics DSL needs to include predicates for handling common uses: cleaning, formatting, pipelining, rendering, notifying, prediction https://t.co/RBnjN4dbr2 |
| 2019-03-05 | @taylantoygarlar You may be right, their results were only sparsely documented. The graph doesn’t provide confidence in results. All we have is…“Best performing multiple pipelines model obtained 20% betterMSE than single pipelining model and improved by a factor of five compared…” https://t.co/xluDStgAaL |
| 2019-03-05 | Using EEG Sensor, Keras and a CNN to detect and learn what was being thought about and mentally sub-vocalized #ml article https://t.co/io02euU1GL |
| 2019-03-05 | FT’s new https://t.co/JFm2H2GlgY draws inspiration from alternative cloud data visualization engines such as:https://t.co/Iy8KL0CZEu https://t.co/S9TvXy9OQEhttps://t.co/lzEWLJqHnY#dataviz —–https://t.co/HC5lgqFFFD |
| 2019-03-05 | Deep Learning via multiple LSTM pipelines applied to stock price prediction #ml paperhttps://t.co/hZVnCSQuns https://t.co/TRzQZq3pkW |
| 2019-03-05 | Stock options anomaly detection using data from https://t.co/ZrpMaRD4L4 Article:https://t.co/izBnhYn1ClJupyter Notebook:https://t.co/c0wGQz2RnqPython Source code:https://t.co/RLmg3WkHtRLSTM / GAN related article:https://t.co/VMYJq10CDB https://t.co/mCsrqkvSPV |
| 2019-03-05 | Paper defines a new measure of stock price informativeness called the price jump ratio - the fraction of the total earnings-related return change that occurs in the immediate aftermath of stock announcement dates.https://t.co/WgmlkHhTI7 |
| 2019-03-03 | @McKinsey report on Private Markets (returns greatly out-pace public equities)https://t.co/RjQxLjS0zb https://t.co/WbqywOQq8h |
| 2019-03-03 | Deep Learning and Asset Pricing paper allows for both nonlinearity and interactions between zoo of stock factor predictorsarXiv:1805.01104v3 - published 7 Feb 2019https://t.co/4g4McflR8mSupporting Python code:https://t.co/qvv2AS1zGZandhttps://t.co/gKwJhG2gEK https://t.co/imuAVl4Hb5 |
| 2019-03-03 | AND apparently misrepresented how data used for security authentication would also be used beyond that purpose:https://t.co/wnzIoJGF7j |
| 2019-03-03 | $FB is lobbying globally to relax privacy laws https://t.co/K2TguiAKN2 WHEN engaged in systematically harvesting personal information from othershttps://t.co/SA3HtQIhAM and https://t.co/0suH7AGS60 AND have struggled to protect personal infohttps://t.co/porDbaKabz#GDPR |
| 2019-03-03 | Jupyter Notebooks best practices (can be) enforced by a new extension https://t.co/ZQ0Eh6KNnD |
| 2019-03-03 | Presentation on encoding structured and unstructured knowledge into deep learning models with constraints by @rsalakhu https://t.co/VJzFVYqFot https://t.co/QuNrYWR3D9 |
| 2019-03-03 | hmmm…https://t.co/NASNv8E58K |
| 2019-03-02 | #HFT as an underlying factor in systematic market instability… https://t.co/MsbYotVpxL https://t.co/UOtHKuSYR7 |
| 2019-03-02 | “As a rule of thumb, you can expect the transition of your enterprise company to machine learning will be about 100x harder than your transition to mobile.â€#AI https://t.co/0cJJo8KSLC |
| 2019-03-01 | FT on instantaneous volatility shocks https://t.co/J3jXC2s7WR https://t.co/9NU4X0gypm |
| 2019-03-01 | Paper titled, “Resident Evil: Understanding Residential IP Proxy as a Dark Services”Article: https://t.co/HB1oAe7zMcPaper:https://t.co/gQja2EDV7RAnother paper on the weaknesses of internet-connected devices:https://t.co/xYAWz6aK1YIP address info:https://t.co/I0vj5AI4JP |
| 2019-03-01 | @DavidMortimer6 :) Hopefully, our AI Overlords will still need us to feed them data and keep them amused. |
| 2019-03-01 | A handful of areas where Artificial Intelligence (aka machine learning) is beginning to exceed human experts https://t.co/nQg0JubXvH |
| 2019-02-28 | New product-thinking for data-driven and analytical products is needed to supplement best practices in design-thinking and lean products…Too long for a Tweet, but short enough for a LinkedIn post… https://t.co/awDQpvbGXn |
| 2019-02-28 | #DataViz of Market Structure and Institutional Liquidityhttps://t.co/o8SQsfsOl7 https://t.co/cNIw8WOqWd |
| 2019-02-28 | #TCA Paper by Henri Waelbroeck models order liquidity availability as a fault-line. In particular, modeling volume as a four-parameter fault-line where distribution and provided estimates of the distribution parameters as a function of the time of day https://t.co/F4ai4Jvysk https://t.co/Q2xKZLaMl1 |
| 2019-02-28 | Clustering data streams is a need that has grown dramatically since the advent of #IoTR based method outlined here in this article #rstats #ml https://t.co/kaitymFEqT https://t.co/oJtT5tphIj |
| 2019-02-28 | Thursday is Topology day and here is a paper examining shapes in all its feature glory:Modeling intraday risk of Bitcoin trades using topological features of ‘chainlets’ - extreme chainlets, VaR, Granger causality & other properties analyzed#topology https://t.co/0doHaHom2V https://t.co/LQ6YfeWsC7 |
| 2019-02-28 | Shapes as features: Shapes embedded in time-series data is also data that can be used to predict time series - paperhttps://t.co/QZyJuJWDKN https://t.co/PuPIIJq72G |
| 2019-02-28 | A new measure of skewness of data based on quintiles is presented in this paper along with its propertieshttps://t.co/awbcjgOrvT |
| 2019-02-28 | Primer on topics in Crypto Algorithmic Tradinghttps://t.co/IXjYNmbxjC https://t.co/DEprHWpVmU |
| 2019-02-26 | Information #flow games in markets - paperhttps://t.co/6HJc9QM2pX https://t.co/KSJForMyK0 |
| 2019-02-26 | MIT Technology Review on current security holes in Cryptohttps://t.co/8WUSYNDu7H |
| 2019-02-25 | A Tech Accelerator takes on the NY Subwayhttps://t.co/J0ue1qyDvr |
| 2019-02-25 | Behavioral Theory of Trendshttps://t.co/1baTwxp64j https://t.co/FXLH5SqNph |
| 2019-02-25 | Model Monday continues with model to statistically arbitrage Treasury Futures‘The DRIFT model is a system that builds a portfolio of treasury futures, typically the 5 following futures: TU, FV, TY, US, UB.'Python code:https://t.co/XrRkgGq4oQSummary:https://t.co/TunKL5BYJ6 |
| 2019-02-25 | Model based trading to exploit market inefficiencies - non-mathematical introduction - presentation#statisticalarbitragehttps://t.co/dKI1jmEMtv https://t.co/ylQZHaSRkX |
| 2019-02-25 | Crypto statistical arbitrage #ml paper (using random forests and logistical regression) https://t.co/NuECPbCfbU https://t.co/rYQAu6jomu |
| 2019-02-24 | Baseball, Bayesian thinking and Better multi-level estimators than ubiquitous averages https://t.co/Pu9lnp3acM#MLB #Statistics |
| 2019-02-24 | @karumanchi You made my day. Thank you very much! |
| 2019-02-24 | Bloombergquint on FINTech investments in 2018https://t.co/yaTLGGNLuq https://t.co/hXYXApFbyW |
| 2019-02-24 | When smart phones have more connections than we do - an analysishttps://t.co/Kxw9Me9pLF https://t.co/v5vYv8deoh |
| 2019-02-24 | Bitcoin Behavioral Valuation Metrics Profiled: https://t.co/chUWiO1ABC#crypto |
| 2019-02-23 | Pricing strategies outlined for SaaS startups/firms discussedhttps://t.co/kPnordWwBWintegrates LTV, CAC and other standard metrics https://t.co/lNqV70hMsS |
| 2019-02-23 | Gillian Tett opines on high-frequency-trading #hft | in FThttps://t.co/Jrt3eWuBl9 |
| 2019-02-23 | Order flow imbalance and market impact paper#lob #tca https://t.co/RnxEVW8vOg https://t.co/t4MfkbzQNp |
| 2019-02-23 | Wavelets and Portfolio Engineering - paperhttps://t.co/ifhl5lCBky https://t.co/4TYxSEr4VO |
| 2019-02-23 | Article claims we are in the Securities Token Apocalypse #STOhttps://t.co/HHr1kUQjMp |
| 2019-02-23 | Survey of literature on high frequency trading - #hfthttps://t.co/Z218Fd6mG4 |
| 2019-02-20 | Startups actively using IPFShttps://t.co/Ks1rpl4aM3 https://t.co/r5pT4MbOfu |
| 2019-02-19 | @ThemisSal SRO immunity is not absolute, in particular when mixing obligations to self-regulate how they provided market access symmetries. SROs often did not do that fairly with co-location. https://t.co/jdKUE2AaGBMoving away from transactionally derived market data is less controversial |
| 2019-02-19 | At the same time, disinformation is just one challenging goal to mitigate.It would be also good to report on the level of disclosure at different levels of aggregation, type, etc of google-geolocation-assisted efforts beyond FBI and police?https://t.co/wu431cSPm4 |
| 2019-02-19 | @ThemisSal And derived data culled from NLP of reports and machine learning are not part of the arsenal either. Neither are products for new securities token offerings and the new world of precision finance. |
| 2019-02-19 | @ThemisSal Investment Banks dominate corporate calendars and access. Exchanges under-compete in particular, with emerging companies in providing services including access and business intelligence and insights about factors driving performance on idiosyncratic , industry, sector levels |
| 2019-02-19 | @ThemisSal They do. Augmenting their data sets should be what helps stimulate their growth and increased transparency despite lower transaction fees. For example, REITs should represent more investor flow, but lack of information on their composition and true risk profile is a market gap. |
| 2019-02-19 | Crypto Taxonomyhttps://t.co/iATV63eZZ1 https://t.co/5cZzoMItSm |
| 2019-02-19 | [3/4] … such as NASDAQ’s purchase of Alt-Data provider QUANDL. More Digital Assets and Security Token plays are likely in the cards as well. |
| 2019-02-19 | [2/4] All of the major exchanges are seeing meaningful growth in revenue share of their business from non-transactional sources - eg. technology products and services & market data. I wouldn’t be surprised to see an uptick in revenue diversification from FinTech acquisitions.. |
| 2019-02-19 | [4/4] … Exchanges need to shift revenue dependence away from transaction revenues with increasing Passive %, lower HFT & Active Hedge Fund growth and increasing regulatory scrutiny on market quality and cost and eventual competition by DEX’s. |
| 2019-02-19 | [1/3] Not surprising - protecting their transactional revenue is more Tactic than Grand strateg4 to play defense to protect their forward P/E while focusing on revenue diversification…https://t.co/pPN0fblprM |
| 2019-02-19 | Thought-provoking article on Superfluid #Crypto Collateralhttps://t.co/mUdiKY1Uai |
| 2019-02-19 | Fragmentation, latency arbitrage and inefficiency vs EMH in US Stock Markets profiled in this paper using a liquid stock as the exemplar –> $AAPLhttps://t.co/Ww4zSTkJYr https://t.co/jCKkjPyxjD |
| 2019-02-19 | Google dis-information white paper outlining and linking myriad policies, product and technological approaches is a forward step other information-rich social media companies should publish $GOOG - eg $FBhttps://t.co/syI0uhNjvc#FakeNews #DataPrivacy #GDPR #misinformation https://t.co/ncXxWCcwhM |
| 2019-02-19 | Paper outlines the investment dynamics of S&P component stocks (and China stock index equivalents) at industry level using a variety of machine learning techniques - gradient boost, SVM, LSTM & 44 indicators https://t.co/5xsqFk94ozPLOS R code & data:https://t.co/z8mtFz6TEq |
| 2019-02-19 | Ebook on Reinforcement Learninghttps://t.co/Os40S1ZjOZ https://t.co/BTlKRyFs7k |
| 2019-02-18 | Sector Skews in R #rstatshttps://t.co/sW1bgA4wmo https://t.co/xLPJpXOncW |
| 2019-02-17 | Euclid - deep working habits quantified, now a WeWork acquisitionhttps://t.co/z51McS6Vzq |
| 2019-02-17 | Return unsmoothing the data before conducting estimation of dynamic factor models…https://t.co/QKth27mKLJ https://t.co/AWVwGE5zMV |
| 2019-02-17 | Uber releases Ludwig an #AI no-code toolbox leveraging TensorFlow and analogous to Baidu’s EZDL and Microsoft’s AI model builderhttps://t.co/DwaB3hQnBP |
| 2019-02-16 | Factor Friday For FX - Index, carry and momentum discussed https://t.co/Pc7d8nms5g https://t.co/lvd0eCD4rY |
| 2019-02-16 | Factor Friday continues with this factor model that includes two behavioral factors one short-term and another long-termhttps://t.co/EozbHNSymL https://t.co/xhQ3wYwoEo |
| 2019-02-16 | Slides for taming and testing factor zooshttps://t.co/e5ObkKQU4m |
| 2019-02-16 | Taming factor zoos with simulation. 150 factors discussed.https://t.co/W2Z7KlfgVQ https://t.co/MNog1lsGmw |
| 2019-02-16 | AI Faceoff:244 Features of stocks coupled with a coterie of Machine Learning and Genetic Algorithms for price prediction - paperhttps://t.co/XA55mmaiVr |
| 2019-02-16 | AI powered Deep-fake faceshttps://t.co/zuuMbsEQDg |
| 2019-02-16 | Polymath AIhttps://t.co/FUMzZDEHIG |
| 2019-02-16 | “deepfakes for text†https://t.co/m7nUeRGQtn |
| 2019-02-15 | ‘algorithms have the potential to make that irrationality worse.' https://t.co/1OGl6ZUHtv |
| 2019-02-14 | Empirical paper on adverse execution impact of routing order #flow to affiliated ATSs #TCA https://t.co/qbQDfEI3NM |
| 2019-02-13 | Fast Perfect Hashing Algorithm https://t.co/8udLyUF7AG |
| 2019-02-13 | NYT on 50 Unicorn-like trajectory startups https://t.co/blBrVfVAmf |
| 2019-02-13 | DIY Sentiment analyzer using Python and Google’s Natural Language API https://t.co/6tHMCijYO7 |
| 2019-02-12 | Augmented Reality meets GOOGLE MAPShttps://t.co/aVfvszRhTS |
| 2019-02-10 | Short note explaining the intuition and evolution from single momentum to multi-factor thinking in portfolio management By AQR’s Cliff Assness https://t.co/sVrIVMFt6g |
| 2019-02-10 | Do you believe it is- just the longer-time frame (> than trading hours) - and that company announcements happen off market hours to explain all of the graphs below?https://t.co/Pad0gIOgbG https://t.co/kGgDpi71jf |
| 2019-02-10 | Optimizing liquidation in a Mean Field Game framework under naive assumptions of correlation and volatilityPaper:https://t.co/BvLcMmpkII |
| 2019-02-10 | Optimizing market making allowing for the interaction of any CARA utility (whether risk neutral or risk averse) with running inventory penalty, terminal execution cost, inventory constraints and spread constraints.#AMM Stochastic Model Paper:https://t.co/sNQ1qne5GE |
| 2019-02-07 | #AI and new drug creation developments outlined in the NYT #deepmindhttps://t.co/OMa1Iqfk8Z |
| 2019-02-05 | Conviction vs Uncertainty | in FT https://t.co/Qvx14kHvWB https://t.co/UTDWDLRyYU |
| 2019-02-05 | How the equilibria in liquidity supply and demand depend on thecharacteristics of securities, market structures, and market conditions - in particular, tick sizes and high-frequency market makershttps://t.co/7r4WLmRdgD |
| 2019-02-05 | Automated Trading based on Logistical Regression based clustering of under and overvalued stocks - #ml paperhttps://t.co/wKGQ46AxnN |
| 2019-02-05 | Google’s moonshots and $24B R&D Budget https://t.co/L3ysCHPIDY |
| 2019-02-05 | Crypto forensics are quite revealing…https://t.co/kYFJ3kN6nU |
| 2019-02-04 | @Mike_Dyer13 Cruel and Evil! |
| 2019-02-04 | T&Cs, Privacy in Digital Age article in NYThttps://t.co/wxseGZ4eCD |
| 2019-02-04 | Testing for market microstructure noise in the estimation of realized volatility [at high frequencies, in the presence of bid-ask bounce bias] - paperhttps://t.co/MEpvcICg6H |
| 2019-02-04 | RE: Decentralized Graph Databases https://t.co/yceptZtZ01 |
| 2019-02-03 | TMI?! https://t.co/ZnsqALahmr |
| 2019-02-03 | Startup marketplace vs network business strategies discussed here https://t.co/wT3JQLyksR https://t.co/E7WkXp4VXB |
| 2019-02-02 | QuadrigaCX CEO Death leads to $190 Million in inaccessible Crypto and FIAT#FAIL https://t.co/VDFhOznOGy |
| 2019-02-01 | State of the emerging #InsurTech industry - report https://t.co/O8ZrEGp7Hl |
| 2019-02-01 | Hmmm?!https://t.co/MmO5yHFDT3 |
| 2019-02-01 | #DataViz as an intermediary between researcher and machine…https://t.co/WucoNdyrEW https://t.co/RR6px5DIYi |
| 2019-02-01 | Just one line to create an R package #rstatshttps://t.co/y1T1a6tVWqhttps://t.co/IvU7akzrRS |
| 2019-02-01 | Shiny #NLP / Sentiment App by @aleszubajak https://t.co/KGei5AAXaP#rstats https://t.co/JM6OBbatUm |
| 2019-01-31 | 2019 Report on Digitization in Banking // Deloittehttps://t.co/0RjT7aeiuv |
| 2019-01-31 | Frazzled Knicks Fans Today (like me)! https://t.co/VfFRxyTXql |
| 2019-01-31 | JP Morgan research report on Blockchain, Crypto and Bitcoin - summarized here https://t.co/9tS7b2u8Xq |
| 2019-01-31 | Time Series and machine learning to identify software defectshttps://t.co/46kglRgKVO https://t.co/3cfusVA79k |
| 2019-01-29 | Modeling “reasonably expected near term demand†(i.e., RENTD) to comply with Dodd Frank - paper#AMM #Prop #Facilitation and #Algorithmic Tradinghttps://t.co/rIXZVIjR1R |
| 2019-01-29 | Extending FAMA factor models to the high frequency domain with idiosyncratic jumps and high-frequency factor betas. Empirical paper.https://t.co/GiMZZRnJAb |
| 2019-01-29 | Agile and an #EPIC failhttps://t.co/hgU7pAJjLb |
| 2019-01-29 | Brice Wilson at XBTO gave a shout out to their investment in Paradigm akaOTC Crypto over Chathttps://t.co/H9beN53sbw |
| 2019-01-29 | @JonHirstTalks My pleasure - very insightful when you traverse the network pathways - makes me wonder about applying random forests and clustering algorithms for further insights. But, that is not to say at all that these aren’t amazing data visualizations. |
| 2019-01-29 | Panel:Lack of prime brokerage to net risk is a key gap in market.Accounting problems that participants face such as having to conservatively mark books to cost is another… |
| 2019-01-29 | Vincent; $3T of unregistered securities issued last year with an excel spreadsheet and auditor so why are Digital expressions of unregistered securities held to a higher standard?Transfer agents are not thr answer … |
| 2019-01-29 | Vincent touts Templum’s collaboration with s&p cusip to provide information symmetry and access on BBG and other traditional market access platforms to #STO products. |
| 2019-01-29 | Vincent Molinari at Templum is talking about SEC providing clarity around custody mandates and need for innovative infrastructure to power smart contracts for measuring and paying out on social-good and revenue-sharing agreements.… |
| 2019-01-29 | Panel: Michael Sonnenshei at GrayScale is disappointed in JPMorgan and other large incumbents who are publicly negative in space and with their customers despite outflows of talent from those firms into Crypto/STO world. |
| 2019-01-29 | Michael Sonnenshein Grayscale talks about progress in infrastructure and market structure despite Crypto Winter:- Order Management Systems - Institutional Custody- Crypto Futures- BakktMichael, is frustrated that media focuses on negative price dynamics & not on progress |
| 2019-01-29 | Brilliant interactive #dataviz in NYT#datajournalism https://t.co/3VXIwbsNVN https://t.co/CF7XKoYBTC |
| 2019-01-29 | There seemed to be a consensus for market participants to immerse themselves into the tech innovations driving #sto innovations and capital market transformations more than the legal / regulatory frameworks |
| 2019-01-29 | Other panelists are less concerned with low liquidity currently because that will change. Macro points:- regulators will eventually push STO regs.- demand overseas and trend to digitize will occur.- investment banks are long tech investments in this space but are quiet. |
| 2019-01-29 | One panelist is concerned about lack of infrastructure and legal clarity for STO market making and thinks STO growth will be a 2020 event not a 2019 event. … |
| 2019-01-29 | Panel feels global regulatory arbitrage is taking place with our ‘archaic’ accredited investor and BitLicense rules but that shouldn’t impede growth of STO adoption. |
| 2019-01-29 | Of course, being able to short helps mitigate Equity, Crypto or STO Market risk too, as Multicoin apparently mitigated their heavily skewed Crypto portfolio.https://t.co/gidApNtKUm |
| 2019-01-29 | Convertible structures in STOs seem natural and important to the development of the space. Helps to mitigate some of the downside risk and excessive volatility for investors. |
| 2019-01-29 | STO will have downside conversion rights to Agenus stock but the upside is targeted to returns linked to the commercial viability of those specific biotech product(s). |
| 2019-01-29 | Garo thinks STO could be transformative for many industries- capitalized on a specific project basis rather than dilute entire firm shareholder base.BioTech is ideal for STO financed innovation from that perspective.… |
| 2019-01-29 | Hearing Dr. Garo Armen at the Atomic Capital Event on Digital Assets in New York, NY talk about 1st BioTech Securities Token- specific project finance- Successful Biotech pipeline discovery with 11 INDs + 5 new- strong balance sheet#Agenus https://t.co/kGbIxkJdak |
| 2019-01-29 | @nyknicks P |
| 2019-01-26 | Long sector view, visualized https://t.co/gW0y8oeZqS#dataviz https://t.co/CcSf2Hb8z8 |
| 2019-01-26 | AI predicted from 16K AI Papershttps://t.co/6zlqCevRWU https://t.co/Bx9kNxVojd |
| 2019-01-25 | Bitcoin’s mining arbitrage-floor is a theoretical construct and imprecise and can be breached in the short term; the question is what happens in the long term? https://t.co/qX8CWQLlqG |
| 2019-01-25 | Much Ado about Taproot Algorithm#Bitcoin #Crypto #MAST #MerkleTreeshttps://t.co/acL88idIwM |
| 2019-01-25 | Option-implied Betas, Historical, FGK, CCJV, and BV betas and conditional variants compared - paperhttps://t.co/m9H5sUJsQN |
| 2019-01-24 | Predicting intra-day trading volume of stocks using a parsimonious coarse-grained Hawkes model (compared and contrasted vs a coterie of ML and econometric models) - short paper co-authored by @Factset ‘s Henri Waelbroeck https://t.co/gRy18Q1LCm |
| 2019-01-24 | Tokenized Securities - state of the #STO market article https://t.co/se7W1QqiJW |
| 2019-01-24 | NextGen Data Calculator and its base primitives - paperhttps://t.co/apHACDHJNZ https://t.co/rW3loWfzIW |
| 2019-01-24 | Modeling latent liquidity in limit order books #lob using market instability thresholds with modeling price impact - paper#tca https://t.co/B2gkcb2ZXH https://t.co/9m7eDG6yWF |
| 2019-01-24 | Closed-form solution to price illiquid corporate bonds from liquid variants from the same issuer - illiquidity basis/premium - paperhttps://t.co/y9aXilcczd https://t.co/ggR0xvVbAf |
| 2019-01-24 | The importance of technical architecture, the right technical partnerships and a meaningful customer base can’t be overstated - #crypto https://t.co/tQ9N1k8rf2 |
| 2019-01-22 | Reality in China and some would argue a net societal improvement - but a dystopian anti-pattern elsewhere? https://t.co/MURQvMtrXB |
| 2019-01-22 | MiFID II has improved liquidity for some types of institutional trades… https://t.co/AX4DuMybaO |
| 2019-01-22 | Order #flow dynamics at #lob limit order book level and market manipulation detection - Paper#IShttps://t.co/wyRTzrlJe5 https://t.co/bGYf8ODjCY |
| 2019-01-22 | Bitcoin and portfolio diversification paperhttps://t.co/fUx1SwIKNJ |
| 2019-01-22 | State Street and Black Rock layoffs underscore confluence/impact of:>> Passive, automated strategies w/ low-expense ratios>> Juniorization >> AUM compression>> FinTech disruption >> Robo-Advisory & Millenial product shift https://t.co/7KMSBzm0Wchttps://t.co/YnKbhODItZ |
| 2019-01-21 | Uniswap is one of the first so-called crypto exchanges that are not based on standard exchange market structures - I suspect that STOs may also require alternative structures as more illiquid privatized markets matures as STOs.https://t.co/DG33TaW12r |
| 2019-01-20 | Quant #FAIL https://t.co/1hUK3NesH1 |
| 2019-01-19 | On Botchain: The AI Bot Identity Protocol and Registry https://t.co/O4T2zbey6A |
| 2019-01-19 | Fundamentals of Proof of Work - #Crypto game theory deep dive https://t.co/zfOrp4KqID https://t.co/5Z4JSOpJDZ |
| 2019-01-19 | Sentiment Analysis on 10K and 10Q SEC filings in R #Rstats code in this multi-part Medium article: https://t.co/CmcvrS3XmuAnd if the R code is less interesting than accessibility to the analysis, this indirectly related free site may be for you:https://t.co/B4woZ339wK https://t.co/11nusNm8Jd |
| 2019-01-19 | The Data Fabric for Machine Learning https://t.co/HR48GMZOOa https://t.co/96Bjyr7gkR |
| 2019-01-17 | Not unexpectedly, …https://t.co/p3fJ375ICq |
| 2019-01-17 | A real-estate STO has been recently announced in the Netherlands on the Dusk Blockchain partnering with Bitfinex.Interestingly, no mention of ERC-20 token.Malta short-stay hotel Ticker: BWRE in 2Q2019https://t.co/FX83KSvzw4More on Dusk Protocol: https://t.co/pT7DIFVl9d |
| 2019-01-17 | @Nikkekin I see/feel what you are saying. There are alternatives that blend both approaches, but they have gained minimum traction. |
| 2019-01-17 | @Nikkekin Arrival or one of the newer zero-intelligence/scaled based benchmarks as described in the paper below is probably much better as a base for an FX or Crypto execution benchmark. https://t.co/0WtbO0IJyGIn part it will depend on the trading strategies your firm employs https://t.co/9U5BXH0Tsv |
| 2019-01-17 | @Nikkekin …but as a benchmark it is less useful than a less constrained benchmark of trading performance - a more popular execution performance benchmark is based on Arrival price.Hope this helps… |
| 2019-01-17 | @Nikkekin Of course, accessible volume that is specifically excluded or excluded in the benchmark is also an issue that conspires against VWAP.VWAP has its uses, particularly as part of a regimented optimized portfolio where alignment of trading is important… |
| 2019-01-17 | @Nikkekin …Adding to the VWAP problems are there are many reasons to exclude the first and last 5, 10, n minutes of trading and so there are these Modified benchmarks that further dilute the value of the benchmark as a singular standard… |
| 2019-01-17 | @Nikkekin There are Algos that do not track VWAP too tightly, or that can participate in large blocks, or that can predict future volume curves better and can deviate from near-term volume constraints, but these algorithmic improvements serve to dilute the benefits of VWAP as a benchmark.. |
| 2019-01-17 | @Nikkekin As a benchmark, - VWAP locks in the execution trader from participating in large well-priced blocks, - it is less useful for large orders where the order is a large part of the trading volume and would shift the VWAP benchmark- it can be gamed, eg near the end of day… |
| 2019-01-17 | It’s only been about 10 minutes since the first handful of #STO tokens have been issued, but today we already we have a Swarm initiated price war.Theory: reduce friction to tokenize by not charging to issue tokenshttps://t.co/P8Iu0xdLxa#Crypto securities tokens |
| 2019-01-17 | BigData quantities of Time-Series can be efficiently modeled /predicted using multi-layer periodicity algorithms • paperhttps://t.co/xXzMDff9Dl https://t.co/SZns22OBga |
| 2019-01-16 | https://t.co/JkU3VMqIgl launches platform to trade securities tokens joining https://t.co/w7dkqaOSHH https://t.co/uEV4dyFZjk |
| 2019-01-16 | No Way!Yes, some new top-down data models may be more efficient in their use of data; however, the world is moving to increasing data use, and insight generation by more and more varied AI models in more devices, that are also becoming more connected. https://t.co/1OAgiOxOcQ |
| 2019-01-15 | Using technical indicators in intraday stock trading using Adversarial Neural Nets - paper#ml #GAN #DeepLearninghttps://t.co/ts1FQk2bjk https://t.co/yJPfroYFTk |
| 2019-01-14 | Ouch!Only 16 funds out of 450 produced positive returns in this 2018 end-of-year tally.https://t.co/VymwOAm0g9 |
| 2019-01-14 | When data is capital - datafication of marketshttps://t.co/hXhuMugqPx |
| 2019-01-14 | @SalArnuk Lol - yes. It’s a remake of an old mobster movie! :)Misaligned incentives invite miscreants |
| 2019-01-14 | Rebate-ish model takes hold in Cryptolandia - 0x https://t.co/4myjxpoUdx |
| 2019-01-14 | Alt Data and Analytics FinTech startups… https://t.co/ybIBZZ9sjp |
| 2019-01-13 | FT article on Hedge Fund’s leverage and use of derivatives asset holdingshttps://t.co/lIq0m6CSXC…are up to $14tn (353% of their combined NAV) for the first quarter of 2018, up from $10.2tn (283% of combined NAV) in the same period the year before. |
| 2019-01-13 | @experquisite High-frequency traders can feast on institutional long/short trades that assume that permanent impact is linear not concave (or convex). |
| 2019-01-13 | @experquisite …that is aware of the assumptions their models make and why those assumptions may not align with real-world data. Mark-to-market arbitrage of various models and their data is a thing! |
| 2019-01-13 | @experquisite So, the short answer to your question is YES, but that is a problem of the model formulation. Also, not implying that the paper I posted is a better model but interesting in how it isn’t constrained in the same way as so many others. Market practitioners just need to be aware |
| 2019-01-13 | @experquisite Great question:many models alas, fall on their analytical sword when face-to-face with an inconvenient truth about their data. Eg: Black-Scholes usefulness despite data exhibiting non-constant vol (rough-volatility & jumps)See pic highlight#TCA https://t.co/KOz4PM6tIf https://t.co/PIr6VwmkxM |
| 2019-01-12 | Illiquidity and returns are linked for A Shares in Shanghai - modeled with a new liquidity formula based on Amihud: ‘stock returns are decreasing in a stock’s illiquidity (illiq_zero) both before the NTS Reform and after the NTS Reform.’#TCA #Liquidity #flow https://t.co/4NB31rMdAC |
| 2019-01-12 | @paulportesi Yes, with illiquid stocks - historical and/or predictive VWAP benchmarks are less robust, so time-execution is a reasonable approach. But, that is the subject of another paper and a better benchmark. |
| 2019-01-12 | Ok, VWAP is not a good execution benchmark, but this paper solves for the optimal execution of an order when the benchmark is the volume weighed average price on a specific time interval and the price impact is transient.#VWAP #TCA https://t.co/XXoCUZAdA6 https://t.co/VUrdl1Whru |
| 2019-01-10 | Good short non-mathematical intro to machine learning…https://t.co/L38DMSwpmN |
| 2019-01-10 | Fragile cryptocurrency platforms with “emergent centralization” - #crypto paper#FlashCrash#ethereumhttps://t.co/krseREkbna |
| 2019-01-10 | @jkregenstein short R program to analyze fund flowshttps://t.co/Hs7PN33tQLInspired by this recent article in FT by @RobinWiggOn [systematic largely-passive risk-mitigating] algorithmic trading impact on market quality in FThttps://t.co/NubTdumLDx#rstats |
| 2019-01-09 | WSJ on Trend-Following systematic / algorithmic tradinghttps://t.co/UrJlOgsyzN https://t.co/u9FPk093Fy |
| 2019-01-09 | Algorithmic Trading linked to managing volatility/risk parity and #HFT discussed today in FThttps://t.co/NlwTg9Mugt https://t.co/i7hOssQ5eF |
| 2019-01-09 | Good FT article on Senior Bankers (and Technologists) transitioning from Investment Banking to FinTechhttps://t.co/gfTsJ70qRd |
| 2019-01-09 | Cryptocurrency volatility modeling paperhttps://t.co/2Shvyocqhw https://t.co/tBk0CTltXd |
| 2019-01-08 | “An analysis of the prior day’s return sort indicates that, institutional investors are 13.6 percent more likely to be net buyers of securities that are in the winner (top performing decile) decile than of those that are in the loser decile."#flow  https://t.co/MEbiRHScNm |
| 2019-01-08 | “Execution acting on behalf of Institutional Investors appears to depress the prices for end-of-day execution until about 15:30 PM ET” #flow #tca https://t.co/uaEaiYworU |
| 2019-01-08 | FT Alphaville:“If technology is everywhere, the tech sector no longer exists. If the tech sector no longer exists, its premium is no longer justified." https://t.co/WsxMfm7U4e |
| 2019-01-07 | Matrix Profile, a novel algorithm In Python to identify anomalies in time-serieshttps://t.co/E17SqkQagt |
| 2019-01-06 | NBA Stat Nerds can play with this simple R snippet to animate the offensive prowess of players and with a bit of hacking, much much more…https://t.co/pUdtcLsQue#rstats https://t.co/qv0zfY9RNo |
| 2019-01-06 | Visual reminder of Vulnerability of Technology Behemothshttps://t.co/YlpF279lLX https://t.co/RWL2GHghyG |
| 2019-01-06 | Tokenized stocks and soon other digitized assets (on https://t.co/w7dkqaOSHH) grows its first root in Europehttps://t.co/qtNplxhLql#Crypto |
| 2019-01-06 | Mood states, Granger Causality, Self Organizing Fuzzy Neural Networks, Sentiment on Twitter all meet in this tell-all tale of ghosts-of-stock-market prediction-past https://t.co/rr1NQ4CDGhAnd some Python and NLTK Twitter code (by the same author): https://t.co/ARWZxm3VP1 https://t.co/W6cEVMolVM |
| 2019-01-06 | Recasting FAMA Factor Model as a Deep Learning problem…https://t.co/R2tGKxjZ6xPaper https://t.co/H9QpFURLXs |
| 2019-01-06 | A new year, and new factors emerge in the Factor Zoo - paperhttps://t.co/W2Z7KlfgVQ |
| 2019-01-06 | “Under current law, cryptoassets (and especially any newer coins or tokens) are likely to be simultaneously treated as currency by FinCEN, property by the I.R.S., commodities by the CFTC, and securities by the SEC.â€https://t.co/tIklYd6rs1 |
| 2019-01-06 | Black-Scholes has applicability to simple, daily stock price prediction in frontier equity marketshttps://t.co/Rx8nCpyfdc https://t.co/MXbGkaqYRM |
| 2019-01-06 | @DriehausCapital Another ETF #FLOW Spike… |
| 2019-01-05 | Identifying fake identities in Twitter using R - paperhttps://t.co/zLQiDlcogQRelated #Rstats Source:https://t.co/jOKQX8OJx6#fakenews https://t.co/IB4zwpcVEM |
| 2019-01-05 | ‘Algorithms’New ebook by Jeff EricksonPDF:https://t.co/2dFk9r8991Other Options:https://t.co/4dZX2o7WLb? https://t.co/6Vc0YYZYDz |
| 2019-01-04 | Sci-kit and Keras and challenges of overfitting in building portfolio factor models https://t.co/x4UKF4IeC8Jupyer Python Source:https://t.co/MF1CWCBTCk |
| 2019-01-04 | Classification using machine learning applied to factor investinghttps://t.co/V52PAwgqhGJupyter notebook / Python code:https://t.co/IBqTEo8gfj https://t.co/N83bLyfSv1 |
| 2019-01-04 | McKinsey report on FinTech: 10 trends shaping the industry https://t.co/evPITNIMvu https://t.co/6sLIjV0AGR |
| 2019-01-03 | 3 factors cited below as the cause of the FX #FlashCrash https://t.co/SIV8AGWK9CWhile I don’t agree, their confluence are still likely indirect triggers in their robotic-herd like fashion to de-risk…while other Algos pushed Gold futures uphttps://t.co/kOw3nFhC4G https://t.co/wvurFeYod4 |
| 2019-01-03 | Cunning and resourceful…https://t.co/o710vD2Ljv |
| 2019-01-03 | WIRED article on https://t.co/2jfOc63bJH |
| 2019-01-03 | Deep Learning and machine learning paper uses a variety of accessible fundamental and technical indicators to predict DJIA component stock prices for long term: CNN, DNN, RBF SVM, PolySVM #dl and #ml methods#Python #Keras #Sklearn #Quandl #Tablib https://t.co/Pb1aPnYnmy |
| 2019-01-03 | Excellent R ebook on #DataViz by @clauswilke can be found here (draft): https://t.co/VsaWyLiDikContains a chapter on visualizing Uncertainty and using frequency framing as one techniquehttps://t.co/vOTHIcsIwFWith R source code:https://t.co/RbPo0rJsTl#rstats https://t.co/7MehHD6PpY |
| 2019-01-02 | Python, Pandas and a simple walk through Data science foundations in FX Algorithmic / Systematic Trading https://t.co/GEZcOuQ5iM |
| 2019-01-01 | Who is working in 2019 on next-gen FinTech?https://t.co/7D0pIJYwRA |
| 2018-12-30 | Re: Web3 Data Economy: Ocean Protocol - presentation https://t.co/qGTqy50fvR via @SlideShare |
| 2018-12-30 | @natfriedman Excellent strategic move in raising $MSFT corporate trust quotient when so many others are lowering theirs - eg $FB - will likely reduce frictions for many new innovations in years to come. |